xtabond2 stata command

 If w1 is strictly exogenous, w2 is predetermined but not strictly exogenous, 

and w3 is endogenous, then:

------------------------------------------------------------------------------------------------- 

xtabond2 y L.y w1 w2 w3 i.t, gmmstyle(L.y w2 L.w3) ivstyle(i.t w1) 

twostep robust small orthogonal

-------------------------------------------------------------------------------------------------

would fit the model with the standard choices of instruments

—here with two-step system GMM,  

Windmeijer-corrected standard errors, 

small-sample adjustments, 

and orthogonal deviations.