SAS Research Macros

sas research macros small

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.