I have posted a dataex for my data which quotes dates in the form YYYY.MM:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(date dy) str2 country byte id
1871.01 .05855856 "US" 60
1871.02 .05777778 "US" 60
1871.03 .05639913 "US" 60
1871.04 .05485232 "US" 60
1871.05 .05349794 "US" 60
1871.06 .05394191 "US" 60
1871.07 .05496829 "US" 60
1871.08 .05427975 "US" 60
1871.09 .05371901 "US" 60
1871.1 .05664488 "US" 60
1871.11 .05603448 "US" 60
1871.12 .05485232 "US" 60
1872.01 .05417696 "US" 60
1872.02 .05465164 "US" 60
1872.03 .05357143 "US" 60
1872.04 .05276062 "US" 60
1872.05 .05341699 "US" 60
1872.06 .0545809 "US" 60
1872.07 .05554902 "US" 60
1872.08 .05688492 "US" 60
1872.09 .05858586 "US" 60
1872.1 .05901409 "US" 60
1872.11 .0599394 "US" 60
1872.12 .0591716 "US" 60
1873.01 .05919765 "US" 60
1873.02 .0592233 "US" 60
1873.03 .06017613 "US" 60
1873.04 .06150794 "US" 60
1873.05 .06188119 "US" 60
1873.06 .063253015 "US" 60
1873.07 .0638833 "US" 60
1873.08 .064386316 "US" 60
1873.09 .07026144 "US" 60
1873.1 .07756563 "US" 60
1873.11 .08106436 "US" 60
1873.12 .07466064 "US" 60
1874.01 .07081545 "US" 60
1874.02 .06875 "US" 60
1874.03 .069767445 "US" 60
1874.04 .07173913 "US" 60
1874.05 .07366072 "US" 60
1874.06 .07399103 "US" 60
1874.07 .07399103 "US" 60
1874.08 .0738255 "US" 60
1874.09 .07268722 "US" 60
1874.1 .07284768 "US" 60
1874.11 .072210066 "US" 60
1874.12 .07268722 "US" 60
1875.01 .072136566 "US" 60
1875.02 .07174393 "US" 60
1875.03 .07026144 "US" 60
1875.04 .068817206 "US" 60
1875.05 .07102908 "US" 60
1875.06 .07191781 "US" 60
1875.07 .07118451 "US" 60
1875.08 .07029478 "US" 60
1875.09 .07036613 "US" 60
1875.1 .070930235 "US" 60
1875.11 .069221966 "US" 60
1875.12 .06864989 "US" 60
1876.01 .06726457 "US" 60
1876.02 .06637168 "US" 60
1876.03 .06651885 "US" 60
1876.04 .06912442 "US" 60
1876.05 .07177033 "US" 60
1876.06 .072289154 "US" 60
1876.07 .07317073 "US" 60
1876.08 .07633588 "US" 60
1876.09 .0813008 "US" 60
1876.1 .08174387 "US" 60
1876.11 .08333334 "US" 60
1876.12 .08379889 "US" 60
1877.01 .0819155 "US" 60
1877.02 .08434132 "US" 60
1877.03 .08596215 "US" 60
1877.04 .08955783 "US" 60
1877.05 .08646259 "US" 60
1877.06 .0897436 "US" 60
1877.07 .08273684 "US" 60
1877.08 .07432787 "US" 60
1877.09 .06712963 "US" 60
1877.1 .06293052 "US" 60
1877.11 .06110429 "US" 60
1877.12 .05846154 "US" 60
1878.01 .05821538 "US" 60
1878.02 .05921384 "US" 60
1878.03 .05787037 "US" 60
1878.04 .05606607 "US" 60
1878.05 .05562874 "US" 60
1878.06 .0542522 "US" 60
1878.07 .05293103 "US" 60
1878.08 .05313044 "US" 60
1878.09 .05184659 "US" 60
1878.1 .05221264 "US" 60
1878.11 .05210375 "US" 60
1878.12 .05217391 "US" 60
1879.01 .05075419 "US" 60
1879.02 .04940701 "US" 60
1879.03 .05068493 "US" 60
1879.04 .04952255 "US" 60
end
[/CODE]

I tried a simple code:
gen date2=subinstr(date, ".", "/", .)
drop date
rename date2 date

However I am getting a mistype error for the first line. I don't think there is a mistake with the code so any ideas on what is causing the mistype error?