I am currently using an example from WinRATS statistical software version 8.1 onwards found in Baltagi (2008), Econometric Analysis of Panel Data, 4th ed, Wiley.Specifically, I am looking to estimate the Keane-Runkle 2-Stage Least Squares Estimator (KR-2SLS) as mentioned in file bpanel08-8-1.rpf (attached) detailing Dynamic panels, Arellano-Bond, Keane-Runkle.

Since I am unfamiliar with RATS, I was wondering if someone might have any useful suggestions on how to translate/interpret the coding that is meant for RATS to Stata as the dataset I am using is in Stata, and there are some other operations that I need to perform using Stata.

Similar questions and discussions