Code:
xtabond2 changeofEDTA_win l.EDTA_equity_asset_ratio_win weightdamageratio30d lnTA_win NLDTA_loan_asset_ratio_win  l.netincomeEratio_win customerdepositTAratio_win  realgdpgrowth lnrealGDPpercapita  i.newspecialization i.newcountry i.year i.newBvdAS                                   , gmm(changeofEDTA_win,lag(2 6)) iv(l.EDTA_equity_asset_ratio_win weightdamageratio30d lnTA_win NLDTA_loan_asset_ratio_win   l.netincomeEratio_win customerdepositTAratio_win  realgdpgrowth lnrealGDPpercapita  i.newspecialization i.newcountry i.year i.newBvdAS ,eq(both)) small twostep robust
est store gmmEDTA

reg changeofEDTA_win l.EDTA_equity_asset_ratio_win weightdamageratio30d lnTA_win NLDTA_loan_asset_ratio_win  l.netincomeEratio_win customerdepositTAratio_win  realgdpgrowth lnrealGDPpercapita  i.newspecialization i.newcountry i.year i.newBvdAS                                   , robust
est store olsEDTA