[Update on January 18, 2023] I was advised that the installation command in the original post didn’t work anymore. The author now instructed users, on his website, to find packages here.
You can download a package, as well as its help file, from the above link and place them in your ado directory.
sysdir in Stata to find your ado directory. You may have multiple ado directories, and I would recommend using either PLUS or Personal.
Thank you Judson for creating this handy command!
[Original post] See
ffind written by Judson Caskey. Here is his website:
The syntax is as follows (download Help file here):
ffind sic, newvar(ffi) type(30)
type(30) means Fama_French 30 industries classification. Type must be 5, 10, 12, 17, 30, 38, 48 or 49.
This command does not support installation using
ssc install. Type the following in Stata to install the command:
net from https://sites.google.com/site/judsoncaskey/data
net install utilities.pkg
See here for equivalent SAS macro: