xtabond2: how to determine appropriate lags

[fatima khan]

I am using panel data with 7 countries and banks related data over the period of 2009-2021, however some counties have some banks established later making it unbalanced panel. I am analyzing banks specific factors on performance of banks for all selected country with each country having number of different banks. I am using Stata software. I have 11 regressor. As I am exploring impact of factors so none of my variables are main variable. Please guide about the following issues:
how to determine appropriate lags while using the xtabond2 command ? how ever i am constantly getting "Hansen test of overid. restrictions: chi2(42) = 0.00 Prob > chi2 = 1.000"
please give me some solution

respected Carlo Lazzaro @ Jeff Wooldridge