OK. Thank you for your hint. ${\cal F}_t$ is what I need.

2008/10/7 Aditya Mahajan <adityam@umich.edu>

> On Sun, 5 Oct 2008, Zhaopeng Xing wrote:
>
> > Hi,
> >
> > I found a strange problem with the latest beta on my linux box.
> $\cal{F}_t$
> > produces no subscript as in the attachment.
>
> There are no lowercase caligraphic letters. Did you mean ${\cal F}_t$ or
> $\cal F_T$?
>
> Aditya
>
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-- 
Zhaopeng XING

Tinbergen Institute