Too many missing control variables

[Raul Athwall]

I am doing this regression:

 reg lretFTSE100 UKIS EPU ldiffGDP ldiffprodindex ldiffjobclaim L1.lretFTSE100 L2.lretFTSE100 L3.lretFTSE
> 100 L4.lretFTSE100 L5.lretFTSE100
no observations
r(2000);

As ldiffGDP, ldiffprodindex and ldiffjobclaim are at non-daily intervals, this will really limit how many observations my regression can do. Is there anything I can do here as I need to control for macro variables? I was thinking of adding in the same value for each interval (e.g. the entire month is the same GDP), but not sure how this would affect my regression?

[Raul Athwall]

^I have sorted this issue

[Daniel Schaefer]

Hi Raul, would you please give us a short writeup describing what you learned and how you solved the issue? This would be for the benefit of any future readers of this thread who may have the same issue.

[Raul Athwall]

I used

replace lCCI = lCCI[_n-1] if missing(lCCI)

which takes lCCI at monthly intervals and makes it the same value every day within that month