There may be a more efficient way to do this, but here is one solution. (NOTE: I am assuming your date variable is in stata's date format).

You can generate a variable for month and year:

gen year=year(date_var)

gen month=month(date_var)

gen dummy=(year>=2011)

replace dummy=0 if dummy==1 & month

Thank you for your reply

Actually i am using eviews all the time and i know how to do that using it. However currently i am working on a group project where all my colleagues are using Stata , thats why :)

This one is much more simple:

//////generate year dummy for pooled cross sectional analysis

gen y92=(year==1992)

gen y93=(year==1993)

gen y94=(year==1994)

gen y95=(year==1995)