st: Dynamic fixed effects in Stata

["V. Sarafidis" <vs242@cam.ac.uk>]

Hello,

I've got a question that might have already been answered a lot of times in 
the list but I am pretty new here.

Is there any obvious way to run fixed effects with dynamics in Stata (8)?

For example the following model:

Y(i,t)=a(i) + b*X(i,t) + d*(Xi,t-1)+u(i,t)

where X is strictly exogenous

Thank you in advance for your help

Vasilis
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