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Hello Nick
The error message that you are receiving is not from the asdoc command, it is from the newey command. The newey command throws this error when there are time series gaps in your data. However, you can use the force option to ignore the gaps. Since asdoc also has the force option, there was a contradiction. I have fixed it now, asdoc version 2.3.8.7 : Changes made on Sep 9, 2020.
The new version of asdoc can be installed from my site. Copy and paste the following line in Stata and press enter.
net install asdoc, from(http://fintechprofessor.com) replace
Please note that the above line has to be copied in full. After installation of the new version, then restart Stata.
asdocx is now available
A more powerful and flexible version of asdoc is now available. I call it asdocx. You may like to check the details here
Please do remember to cite asdoc. To cite:
In-text citation
Tables were created using asdoc, a Stata program written by Shah (2018).
Bibliography
Shah, A. (2018). ASDOC: Stata module to create high-quality tables in MS Word from Stata output. Statistical Software Components S458466, Boston College Department of Economics.