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→Data by MSA
We might be able to go City -> FIPS place code -> MSA?
Cities and their FIPS codes (which don't perfectly correspond) are available from https://www.census.gov/geo/reference/codes/place.html
The Census claims to provide city to MSA here: https://www.census.gov/geo/maps-data/data/ua_rel_download.html
However, there is only CBSA!
==COMPUSTAT Data==
