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I am trying to estimate an equation in levels with the lagged dependent variable on the right hand side.

I am looking at using arellano bond estimator for this. My issue is that I am looking for fitted values of my dependent variable. Eviews package does not allow this (for equations estimated in differences). Can anyone give advice as to whether this is possible (given I am estimating in differences). If it is possible how do I implement this practically.

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Not possible. In order to get a fitted values, you need to plug in some value for the fixed effect. Arellano-Bond (and fixed effects methods in general) difference these out. You can estimate the parameters this way, but to git fitted values you need to consistently estimate the individual fixed effects which is going to require the number of time periods to go to infinity.

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