cross sectional regression with time series data

[Evamgelos Salachas]

My time series data are structured in the following manner: One column for dates, 30 columns for yields, and 30 columns with betas. I want to run cross sectional regressions for each date (so 30 obs per date) and to store the estimated coefficient for each date in one new column. So one new variable will be created with one value (the estimated coefficient) for each date.

Can you please help me on how to run these cross-sectional regressions?

Thank you in advance

[Carlo Lazzaro]

Evamgelos:
you may want to take a look at -statsby-.