Defining Exogenous Variable in Panel VAR model

[Nadeem Sarwar]

Dear fellows,

I am running Panel VAR model. I want to know how to modify xtvar command if I have 1 variable strictly exogenous?
like a b c d variables but d is strictly exogenous
xtvar a b c ......... how to insert d

Also if there is someway to select appropriate lag length automatically?

Thanks