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st: Problem with Fama-Macbeth regression

From   Jeronimo Perez Aleman <>
Subject   st: Problem with Fama-Macbeth regression
Date   Tue, 03 Oct 2006 19:04:40 +0100

I'm trying to run the Fama-Macbeth regression(F-M style, see fmJ.ado in
I use stata 8.2 (updated). The message is:
time-series operators not allowed.
I do understand anything.
Could anybody help me?
Jeronimo Perez
University of Las Palmas de Gran Canaria (Spain)

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