To merge data sets in Stata

[Tim1992]

Can anyone help me how to merge three events data sets into one?

To test the effect of international signaling on the likelihood of coups

[Azl0022]

I've always found Stata a bit clunky for working with data. Often ended up doing the majority of formatting in excel or access and importing into Stata. 

This website has a module on combining data sets in Stata. http://stats.idre.ucla.edu/stata/modules/