def METHOD_NAME():
    y = np.arange(12.0)[:, None]
    x = np.ones((12, 2))
    x[1::4, 1] = 2
    x[2::4, 1] = 3
    idx = pd.MultiIndex.from_product(
        [["a", "b", "c"], pd.date_range("2000-1-1", periods=4)]
    )
    y = pd.DataFrame(y, index=idx, columns=["y"])
    x = pd.DataFrame(x, index=idx, columns=["x1", "x2"])
    with pytest.raises(ValueError):
        FamaMacBeth(y, x)