numeraire_dataset.zones.clean.ccm_links_clean#
- numeraire_dataset.zones.clean.ccm_links_clean(ccmxpf_linkhist: DataFrame, *, link_types: tuple[str, ...] = ('LU', 'LC'), link_prims: tuple[str, ...] = ('P', 'C')) DataFrame[source]#
Tidy CRSP-Compustat links: primary, reliable gvkey<->permno links with valid date windows.
Keeps
linktype in link_types(LU/LC) andlinkprim in link_prims(P/C), maps togvkey, permno, linkdt, linkenddtwith an open link end filled to a sentinel far-future date.