没有这么明确的分界,如 0.8 或 0.9,只是说 rho 较大而已。
你看看如下两篇文章中有没有相关的说明:
Blundell, R., S. Bond, 1998, “Initial Conditions and Moment Restrictions in Dynamic Panel Data Models”, Journal of Econometrics, 87 (1), pp. 115-143.
Roodman, D., 2009, “How to do Xtabond2: An Introduction to Difference and System GMM in Stata”, Stata Journal, 9 (1), pp. 86-136.