Since May 31, 2017, the new
xtdpdgmm Stata program
for efficient generalized method of moments estimation of linear dynamic panel data models is available for installation from this website. In particular, it allows to incorporate nonlinear moment conditions derived under the assumption of serially uncorrelated errors.
In the fall term of the 2016/2017 academic year, I was teaching again the first part of the third-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.