我用的面板数据，使用的xtabond2命令，并且每步后面都有加上twostep，回归结果还过得去。
但是如果在每步后面都加上robust之后，关注变量就不显著了。

我查了一下help xtabond2，上面是这么说的：
robust: For one-step estimation, robust specifies that the robust estimator of the covariance matrix of the parameter estimates be calculated.  The resulting standard error estimates are consistent in the presence of any pattern of heteroskedasticity and autocorrelation within panels.  In two-step estimation, the standard covariance matrix is already robust in theory--but typically yields standard errors that are downward biased.  twostep robust requests Windmeijer抯 finite-sample correction for the two-step covariance matrix.

1. 这是twostep不用robust的意思吗？
2. Windmeijer抯 finite-sample correction 是什么？