st: year variables in xtabond

[André Ferreira Coelho <andre.f.coelho2011@novasbe.pt>]

Dear statalist, 

I have a basic question regarding xtabond. I have just realized that
factor variables are not allowed when using -xtabond-.
How would you control then for individual year effects? I simply tried to
generate dummy variables for each year but seems that -xtabond-routine does
not handle them since an error message stating that there are no
observations is issued.
Stata manual uses abdata.dta,-webuse abdata-, which contains dummy
variables in such a way they are labelled for instance as "year==1980",
which means that they were generated considering in some way the time
variable year applied in xtset.

So, basically what I pretend is just to include individual time controls
such as those used in the manual (i.e. yr1980-yr1984) in addition to the
variable year.

Do you know how to do this?

Best regards,

Andre Coelho
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