How can I use the PGE data with Stata’s time-series operators?

To use Stata’s time-series operators (l. , f. , d. , etc.), you must first declare the time and panel variables using tsset, but the PGE is already mi set, so tsset won’t work. Run the following before merging the rest of your data (called my_data.dta in this example) into the SWIID:

use pge1_0.dta, clear
egen cc = group(country)  
mi tsset cc year
merge 1:1 country year using "my_data.dta", keep(match master) 

Now you’ll be able to use l. and the rest of Stata’s time-series operators.