st: Need help for dynamic panel data model (Arellano-Bond)

["aha teddy" <ahateddy@hotmail.com>]

Hi all,

At present, I am learning the Dynamic panel data model (Arellano-Bond 
linear, dynamic panel data estimator).

Here is the my unbalanced panel:

Y= l.Y X1 X2 X3

I estimate the dynamic panel data model by using both Stata 8.0 and Eviews 
5.1. However, they give me significantly different results. So, I think I 
must be wrong somewhere with one of the two packages.

I want use all the lags of variables(y, x1 x2 x3) from the second order as 
the instruments, How can specify these variables in the Stata 8.0?

In Stata 8.0, I specify Y as the dependent variable, X1 X2 X3 as the 
independent variables. And I just leave the �exogenous variables� and 
�instrument variables� blank, and I don�t know how to specify the instrument 
variables. Am I right? I am a beginner! Could anyone help me?

By the way, has anyone noticed that Stata and Eviews may give different 
results about Hausman test for the fixed and random effect.

Sincerely,

Bean

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