st: Lagged independent variables & panel data

[Cordula Stolberg <cs32@sussex.ac.uk>]

Hi all,

I have a question about a panel data model. I want to estimate a regression 
containing lagged x's, but no lagged y's, i.e.

frag fdi l.fdi l2.fdi & some dummies

I'm not sure how to do that with Stata. As far as I can see, the xtabond 
command is only for dynamic panel data models with lagged dependent 
variables. I've tried the usual xtreg..., but then Stata tells me that I 
can't use time series operators. Does anyone know the command I should use?

Moreover, I have a question with regard to the xtserial command. I've used 
it for a random effects model (I had already detected heteroskedasticity) 
and have found autocorrelation. How do I then correct for that? I know 
there are the various xtgls commands to correct for autocorrelation, but 
I'm not sure which type of autocorrelation xtserial is referring to.

Sorry for the long mail & thanks for you help,
Cordula
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