Suppose your empirical specification has both unit and time fixed effects. You don't the table to be cluttered with n or m variables, do you?
Including indicate("Time fixed effects = " "Unit fixed effects = ") after esttab will do the trick. Note the STATA output to determine what to put after the equal signs.
Emerald at UNC has STATA 11.2 but is not cooperative when it comes to downloading *.ado files (e.g. estout). So I downloaded estout in STATA 9.2 through Latte at Fuqua and then copied the folder to my Emerald account. Do note that you must use "scp" and not "sftp" due to the latter's restriction on recursive copying (i.e. folders).
The help for adopath suggested that the folder be copied to the "/netscr/[username]" folder. After that, esttab worked just fine.
GVKEY as-is from COMPUSTAT in WRDS comes as a string variable. To destring it in STATA, type
To destring it in SAS, a ghetto way is to multiply it by 1.
