st: volatile tables with Stata and Teradata

["Dimitriy V. Masterov" <dvmaster@gmail.com>]

TL;DR Summary:

Is there a way to tweak odbc to work with volatile tables? I gather
these are a special Teradata feature. They are materialized in spool
and are unknown in the DD, but unlike a derived table, a volatile
table may be used in more than one SQL statement throughout the life
of a session.

Longer Explanation:
Currently, these seem to go poof with Stata (but work with SQL Assistant):

odbc load, exec("create volatile table new_usr as
(select distinct user_id from dw_users where cast(date_confirm as
date) > '2011-09-15') with data primary index(user_id) on commit
preserve rows;

select * from new_usr;") clear dsn("mozart") lowercase;
The ODBC driver reported the following diagnostics
[Teradata][ODBC Teradata Driver][Teradata Database] Only an ET or null
statement is legal after a DDL Statement.
SQLSTATE=25000
r(682);