Reduced form regression

Dear all,

I have the following problem. I am able to estimate the following two stage regression equation:

Y_i,T+1 - Y_i,T = α + λ (Y^*_i,T+1 - Y_i,T) + ε_{i,T + 1 where} Y^*_i,T+1 = ˆβX_i,T

by obtaining Y^*_i,T+1 first and than solving the first regression equation by inserting Y^*_i,T+1 into it.

Some researchers however use so called reduced-form model in the following form:

Y_i,T+1 = α + λβX_i,T + (1 - λ)Y_i,T + ε_{i,T + 1}

Apart from using two stage model, I would also like to use described one stage model to obtain λ. Could anyone help me how to solve my problem in Stata?

Thank you in advance,
Klemen.