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Stata tip 126: Handling irregularly spaced high-frequency transactions data

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  • Christopher F Baum

    (Boston College)

  • Sebastiaan Bibo

    (University of Amsterdam)

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  • Christopher F Baum & Sebastiaan Bibo, 2016. "Stata tip 126: Handling irregularly spaced high-frequency transactions data," Stata Journal, StataCorp LP, vol. 16(2), pages 517-520, June.
    • Handle: RePEc:tsj:stataj:y:16:y:2016:i:2:p:517-520
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