SAS CCM CRSP Compustat matched

SAS_macro_ccm_crsp_compustat_matched.sas

/* macro that retrieves permno for Compustat records
  dsin: dataset to append permno to, required variables: gvkey, and a date variable
  dsout: dataset to create
  datevar: name of date variable (e.g. datadate, or event date)
  
  sample use: %getPermno(dsin=a_mydata, dsout=b_withpermno, datevar=datadate);
*/
%macro getPermno(dsin=, dsout=, datevar=);

proc sql; 
  create table &dsout as  
  select a.*, b.lpermno as permno
  from &dsin a left join crsp.ccmxpf_linktable b 
    on a.gvkey = b.gvkey 
    and b.lpermno ne . 
    and b.linktype in ("LC" "LN" "LU" "LX" "LD" "LS") 
    and b.linkprim IN ("C", "P")  
    and ((a.&datevar >= b.LINKDT) or b.LINKDT = .B) and  
       ((a.&datevar <= b.LINKENDDT) or b.LINKENDDT = .E)   ; 
  quit; 
  
%mend;