st: Rolling error message: "Macro Length Exceeded"

["Rachna Prakash" <Rachna_Prakash@bus.emory.edu>]

Hi,

I am trying to run rolling regressions on a large unbalanced panel and I
keep getting the error message "Macro Length Exceeded".  I have tried to
split my data into smaller panels also to run the program but I still get
the same message.  I will really appreciate any help with this.

Thanks

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