I'm trying to obtain beta for Asian equities using RollingLinearRegressionOfReturns but I keep getting the error - unhashable type: 'list'.
I think the error primarily occurs because the China domain is list type. However, the RollingLinearRegressionOfReturns requires dictionary key to be the target so I couldn't change the CN_EQUITIES into str or tuple.
Does anyone have any idea on how to solve this issue? Thank you!

from quantopian.pipeline import Pipeline  
from quantopian.research import run_pipeline

from quantopian.pipeline.data import EquityPricing, factset  
from quantopian.pipeline.domain import CN_EQUITIES  
from quantopian.pipeline.data.factset import Fundamentals  
from quantopian.pipeline import CustomFactor  
from quantopian.pipeline.factors import RollingLinearRegressionOfReturns #It's a factor!!  
from zipline.api import attach_pipeline, pipeline_output  
import pandas as pd  
import numpy as np  
import datetime  
import calendar

def make_pipeline(domain):  
    market_cap = factset.Fundamentals.mkt_val_public.latest #market cap

    list_regression = RollingLinearRegressionOfReturns(  
        target= [CN_EQUITIES],  
        returns_length=21,  
        regression_length=252,  
    )  
    beta=regression.beta  
    columns={  
        'market_cap':market_cap,  
        'beta':beta.winsorize(min_percentile=0.01, max_percentile=0.99),  
        }  
    return Pipeline(columns, domain=domain)

df_cn = run_pipeline(make_pipeline(CN_EQUITIES),'2015-01-15', '2016-01-15')