Hello to everyone, I am searching in terms of the effect of the uncertainty on the saving and in one part of my robustness check I want to do a Xtabond2 . I read the construction of doing xtabond2 from David Roodman . but I become confused. I have a panel data from 1996 to 2017. and :

saving (i,t)= b0+b1saving (i,t-1)+b2 uncertainty (i,t-1)+ b3 X(i,t-1) +vt + vi+ e(i,t)

and x(i,t-1) is a vector of controls, which in the baseline model includes only human capital and per capita income and economic growth.

in the Xtabond2 I want to address a solution to the possible endogeneity problem between economic uncertainty and the saving by instrumenting them with suitable lagged variables. To obtain efficient findings in the System GMM estimations, I need evidence for the validity of the first-order autocorrelation in the residuals, but second-order autocorrelation must be rejected. Then We run the Sargan test to avoid possible over-identification problems.

I did in this way, based on the things that I read, but I need your assistance:
Code:
 xtabond2 saving L.saving WUI  ln_gdpper HC economicgrowth_ i.Time i.ifscode , gmm(L.saving ,lag(1 2)) gmm( WUI     ,lag(1 1)) iv( WUI i.Time ) small two
But I get error, however I am not an expert in this field. I hope I receive your assistance .

Thank you very much in advance.

Regards,