In my panel data set i have mdate, decile (identity), and return variable. In my time series dataset i have monthly time series data of three factors return. I have to add factor return of each month from time series data, in correspondence with month date of panel data. As panel data has same date repeatedly for different panels, when i like to merge by month as key variable it is showing error as month cannot uniquely identify observation.

Dear Experts, how can I solve the issue. I can do this using vlookup in excel but i am facing difficulty in stata as i don't know how to handle this issue. Thank you very much in advance.