Hi,

I am new to Eviews or STATA. I would like to ask how to generate new time-series data using syntax. For example, how to compute industry Herfindahl-Hirschman Index ?

I prefer Eviews, but STATA sytax is also welcome.

for example, my variables series are as follows：

year, firm id, firm sales, industry by SIC code (3-digit)

I want to generate new series, including

(1). industry Herfindahl-Hirschman Index

(2) 3-year industry growth (3-year growth rate)

(3) 3-year industry turbulance (standard deviation in 3-year window)

In addition, what is the common pitfalls if the data is time-series with missing value for certain year. ( for example, firm a-z, year from 2008-2018, in the data set firm A contains missing value during 2008-2010, but reporting value since 2011-2018)

Best Wishes,

Qijia LIAO