SAS Research Macros
SAS Research Macros include several tools and utilities applied in routine data cleaning and manipulation to prepare datasets for analysis (e.g., winsorizing outliers, populating a dataset to a monthly frequency). Macros specifically designed for the fields of Finance and Accounting include, among others, merging CRSP stock and event data, quarterizing Compustat year-to-date values, and computing a broad range of financial ratios aggregated at the industry level.