Working with data sets with disparate dates
 

Anyone come across the issue of synchronizing dates amongst data
sets? For example, I am trying to run regressions on two daily data
sets - one based in the US and one in Canada. There are no
observations on national holidays, thus the dates eventually become
misaligned as you progress through the data sets.

Any ideas? I've used various brute force methods but thought that
someone else's eyes might be able to provide an elegant answer for
me. Thanks in advance!