Dear all

I want to test the relationship between my 3 dependent variables and 8 independent variables ,I test the cross sectional dependence using xtdcse2 and using xthst command for slop heterogeneity and the results are there is a strong CSD and slop heterogeneity among the variables:

My questions"
1-Which estimation will be more efficient: MG,AMG,CCEMG under my panel data(N=28,T=40)
2- I want to lag my indepentds variables but I cannot find the options in (xtdcce2 or xtmg to lag the independent variables? any help ?
3- what are the main differences between these two command xtcdcce2 and xtmg ?

Best
Saberia