st: Removing a panel observation if it does not have an entry for a certain period

[Travis Cyronek <hagendaasmaser@gmail.com>]

I am presently writing an honors thesis and have run into a bit of a
problem.

Getting right down to business, I am using an unbalanced panel with a total
of about 450000 observations. These observations are of roughly 16000
banks over 44 quarters. My panel variable is cert (FDIC certification
number, assigned to banks with FDI) and my time variable is period (1 for
the first quarter in my study, and 44 for the last quarter in my study).

I am looking at the effect of a piece of legislation passed during this
time frame using a dummy variable. However, the data I have include banks
that exited the market before this change and also includes banks that
entered the market after. I would like to remove the banks that do not have
observations for the period when the legislation was passed (for example,
say period 30).

All that I have found as far as removing variables involves removing
individual observations. I, however, would like to remove the entire set of
observations for bank i IF it does not have an observation for period 30.

Given that my data file is huge, manually going through each of the 16000
banks to see if there is an entry for period 30 is not practical. So I
was wondering how I would go about this.
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