The SASECRSP Interface Engine
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Overview
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Getting Started
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Syntax
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Details
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ExamplesSpecifying PERMNOs and RANGE on the LIBNAME StatementUsing the LIBNAME Statement to Access All KeysAccessing One PERMNO Using No RANGESpecifying Keys Using the INSET= OptionSpecifying Ranges for Individual Keys with the INSET= OptionConverting Dates By Using the CRSP Date FunctionsComparing Different Ways of Accessing CCM DataComparing PERMNO and GVKEY Access of CRSP Stock DataUsing Fiscal Date Range RestrictionUsing Different Types of Range Restrictions in the INSETUsing INSET Ranges with the LIBNAME RANGE Option
- References
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Center for Research in Security Prices (2003), CRSP/Compustat Merged Database Guide, Chicago: The University of Chicago Graduate School of Business.
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Center for Research in Security Prices (2003), CRSP Data Description Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Center for Research in Security Prices (2002), CRSP Programmer’s Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Center for Research in Security Prices (2003), CRSPAccess Database Format Release Notes, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Center for Research in Security Prices (2003), CRSP Utilities Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Center for Research in Security Prices (2002), CRSP SFA Guide, Chicago: The University of Chicago Graduate School of Business, [http://www.crsp.chicagobooth.edu/documentation/].