请问哪位高手有stata 系统GMM软件包？谢谢啊！或者那个地址可以下载啊？

另外，我做了下列建议，应该是差分GMM吧？怎么回归结果中会有一个_cons?是什么意思啊？请高手指教！谢谢！

xtabond water fdistk consum chyjg own rkmd tech ,lags(1) two
Arellano-Bond dynamic panel-data estimation     Number of obs      =       348
Group variable (i): prov                        Number of groups   =        29
Wald chi2(7)       =    781.10
Time variable (t): year                         Obs per group: min =        12
avg =        12
max =        12
Two-step results
------------------------------------------------------------------------------
water        |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
water        |
LD |   .8004895   .0636296    12.58   0.000     .6757778    .9252012
fdistk       |
D1 |  -.0220128   .0130889    -1.68   0.093    -.0476665    .0036409
consum       |
D1 |   .1058093    .052338     2.02   0.043     .0032288    .2083898
chyjg        |
D1 |  -.1178127   .0284727    -4.14   0.000    -.1736182   -.0620072
own          |
D1 |   .0209078   .0202178     1.03   0.301    -.0187184    .0605341
rkmd         |
D1 |   -.658155   .1375519    -4.78   0.000    -.9277518   -.3885583
tech         |
D1 |  -.0297775   .0117352    -2.54   0.011     -.052778    -.006777
_cons        |   .0119342   .0073673     1.62   0.105    -.0025055    .0263739
------------------------------------------------------------------------------
Warning: Arellano and Bond recommend using one-step results for
inference on coefficients
Sargan test of over-identifying restrictions:
chi2(77) =    26.71      Prob > chi2 = 1.0000
Arellano-Bond test that average autocovariance in residuals of order 1 is 0:
H0: no autocorrelation   z =  -3.63   Pr > z = 0.0003
Arellano-Bond test that average autocovariance in residuals of order 2 is 0:
H0: no autocorrelation   z =  -2.44   Pr > z = 0.0147