本文采用 D&K (1998) 提出的方法获得异方差-序列相关-截面相关稳健性标准误。

帮助文件中的表述如下：


xtscc produces Driscoll and Kraay (1998) standard errors for coefficients estimated by pooled OLS/WLS or
    fixed-effects (within) regression.  depvar is the dependent variable and varlist is an optional list of
    explanatory variables.

    The error structure is assumed to be heteroskedastic, autocorrelated up to some lag and possibly correlated
    between the groups (panels). These standard errors are robust to general forms of cross-sectional (spatial) and
    temporal dependence when the time dimension becomes large. Because this nonparametric technique of estimating
    standard errors places no restrictions on the limiting behavior of the number of panels, the size of the
    cross-sectional dimension in finite samples does not constitute a constraint on feasibility -- even if the number
    of panels is much larger than T.  

好的，谢谢连老师。

但是采用了这种稳健性标准误，估计属于什么估计呢？还是OLS估计、2SLS估计，还是GMM估计？

请问题主你的问题解决了吗，我也遇到了相同困惑

我也是 它属于什么估计呀