Basic model with two lags of dependent variable included as regressors
. xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)
. xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2) vce(robust)
. xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2) twostep
Treat w and k as predetermined and include w, L.w, k, L.k, and L2.k as additional
regressors
. xtabond n l(0/2).ys yr1980-yr1984, lags(2) pre(w, lag(1,.)) pre(k, lag(2,.))
Treat L.w and L2.k as endogenous and include w, L.w, k, L.k, and L2.k as additional
regressors
. xtabond n l(0/2).ys yr1980-yr1984, lags(2) endogenous(w, lag(1,.)) endogenous(k,
lag(2,.))