Hi @mkeintz,   your help is greatly appreciated!    The code seems to work in general but there are a few issues I cannot resolve. That's what my output looks like:   gvkey is my id and length corresponds to size.   1. The cells marked in yellow contain the same id, which shouldn't be the case, right?   2. I do know what the maximum length of a subseries is, but I do not know when it starts and when it ends.   3. How do I transfer the information I got in this step to my original data set, which contains all my observations with quarterly cash flows. Somehow I now need to delete all the sub-series in my original data set that are not the longest of a firm.    Once I managed this, I can proceed with the output.   Maybe you have another idea on how to tackle this. Thanks again for all the help!   Best, Waynerun           ... View more