看看下面连接中的如下命令:
http://blog.cnfol.com/arlion/article/1606681.html
For number of trading days:
sort company_id date
by company_id: gen datenum=_n
by company_id: gen target=datenum if date==event_date
egen td=min(target), by(company_id)
drop target
gen dif=datenum-td