Reading CRSP Data Files

The SASECRSP Interface Engine

Reading CRSP Data Files

The SASECRSP engine supports reading time series, events, and portfolios from CRSPAccess data files. Only the series specified by the CRSP setid is written to the SAS data set. The CRSP environment variable CRSPDB_SASCAL must be defined to allow the SASECRSP engine access to the CRSPAccess database calendars.

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