把你的数据、命令贴出来

否则无法诊断。

再问问，拜求答案

没问题：

. xtset year province
panel variable:  year (strongly balanced)
time variable:  province, 1 to 31
delta:  1 unit

. xtgls l.y l.k l.d.l ,p(c) corr(psar1)

Cross-sectional time-series FGLS regression

Coefficients:  generalized least squares
Panels:        heteroskedastic with cross-sectional correlation
Correlation:   panel-specific AR(1)

Estimated covariances      =        36          Number of obs      =    232
Estimated autocorrelations =         8          Number of groups   =    8
Estimated coefficients     =         3          Time periods       =    29
Wald chi2(2)       =    378.91
Prob > chi2        =    0.0000

    
L_y       Coef.   Std. Err.      z    P>z     [95% Conf.    Interval]
    
k
L1.     .081354   .0060467    13.45   0.000     .0695027    .0932053
l
LD.    3.922296    .482566     8.13   0.000     2.976484    4.868108
_cons    199516.2   16649.79    11.98   0.000     166883.2    232149.2
    

请问你的问题解决了吗，我现在也遇到相同的问题了，能告诉我怎么解决吗，谢谢