st: xtivreg2

[Viktor Slavtchev <viktor.slavtchev@uni-jena.de>]

Hello Statalisters,
Is it possible to run dynamic panel model with fixed effects using 
-xtivreg2-? Does it provide a consistent estimator?
I am asking this question because I am aware of the problematic with 
lagged dependent variable and FE in the standard least squares setting 
(Nickell bias of order 1/T).  The story becomes even more worse if the 
residuals are serially correlated.
Thanks for any help.
Viktor
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