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st: Fama-MacBeth regression


From   Islam Abdeljawad <islamabdeljawad@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Fama-MacBeth regression
Date   Sun, 14 Aug 2011 03:15:55 -0700 (PDT)

Hi
I want to estimate a regression that have lagged independent variables using Fama-MacBeth regression xtfmb
An error message says" time series operator not allowed" appears.
Any other way to estimate regressions that have lagged independent variables??

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