Thanks for posting your commands.
I can't tell from this where the error message is coming from.
If no one else can, see http://www.stata.com/support/faqs/techsup/sendout.html
on what to send Stata tech-support.
Nick
[email protected]
Rachna Prakash
> The commands I am using are:
>
> tsset gvkey yrqtr
>
> rolling, window(8) saving(smth) : regress chsales chopex
>
> To use smaller subsets:
>
> rolling if year>1990 & year<1995, window(8) saving(smth) :
> regress chsales
> chopex
>
> Once I run either of the two, I get the error message "Macro Length
> Exceeded".
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