system limit exceeded

Dear Stata users

I have panel data of 1000 stocks. For each stock I have about 10 year of data.

I am running the following code:

forvalues year=2004/2015 {
levelsof id if Year==`year', local(idlist)
foreach id of local idlist {
eststo:quietly reg rtr mon tue wed thu fri lag1r lag2r if id == `id' & Year==`year', noconstant
}
}
esttab using d:\Return_regSMALL.csv, append cells("b(fmt(8))")


After the estimate#300 I get an error: "of system limit exceeded you need to drop one or more models".

What do I need to do to avoid this error?

Thanks a lot in advance!