Interactions in Arellano-Bond difference GMM

[Maria Assunta Rocchi]

Hi,

I'm constructing an Arellano-Bond difference GMM code that I report below

xtabond2 Creditgrowth L.Creditgrowth L.MPI L.GDPgrowth L.Crisis L.Policyrate, gmmstyle(L.Creditgrowth L.MPI L.GDPgrowth L.Crisis L.Policyrate, collapse) noleveleq robust noconstant artests(2) twostep

Now, I have to insert also an interaction term between, the already used MPI variable, and a new one called GDPcapitalog.

I don't know how to add this new term,
Could someone give me some advice?

Thank you