P.S. The code posted by you
does not return an error, but doesn't work as expected either. For one, `drop(i.qtr)` doesn't work - the exported Word file lists quarters 3 to 91, regardless.
Code:
webuse lutkepohl2 tsset global wordfile Regressions asdoc reg dln_inv dln_inc L(0/2).dln_consump i.qtr, add(Year FE, Yes) drop(i.qtr) save($wordfile) nest cnames(CS 2Lag) replace asdoc reg dln_inv dln_inc L(0/2).dln_consump, add(Year FE, No) save($wordfile) nest cnames(CS 2Lag)
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