xtabond2 n l(1/2).n l(0/1).w l(0/2).(k ys) yr1980-yr1984, gmm(l.n w k) iv(yr1980-yr1984) robust twostep small
这段命令的详细意思是什么？n的估计结果为什么是二阶滞后的？
以下估计结果的具体方程是什么？n的前面没有l(0/2).，但为什么估计结果是二阶滞后的？
非常感谢！

Dynamic panel-data estimation, two-step system GMM
------------------------------------------------------------------------------
Group variable: id
Number of obs
=
751
Time variable : year

Number of groups
=
140
Number of instruments = 120
Obs per group: min =
5
F(15, 139)
=
1128.31
avg =
5.36
Prob > F
=
0.000
max =
7
------------------------------------------------------------------------------

|
Corrected

n |
Coef.
Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+----------------------------------------------------------------

n |

L1. |
.9847708
.0591053
16.66
0.000
.8679092
1.101632

L2. |
-.0444599
.0532234
-0.84
0.405
-.149692
.0607722

|

w |

--. |
-.5015799
.2033974
-2.47
0.015
-.9037328
-.0994271

L1. |
.4045313
.1670457
2.42
0.017
.0742523
.7348102

|

k |

--. |
.3234514
.0525199
6.16
0.000
.2196103
.4272926


L1. |
-.1550519
.0667629
-2.32
0.022
-.2870539
-.0230498

L2. |
-.1195921
.041634
-2.87
0.005
-.20191
-.0372743

|

ys |

--. |
.6120864
.2343692
2.61
0.010
.1486967
1.075476

L1. |
-.4190762
.3208354
-1.31
0.194
-1.053425
.2152725

L2. |
-.2492855
.2154591
-1.16
0.249
-.6752865
.1767155

|


yr1980 |
.0256293
.0170605
1.50
0.135
-.0081023
.0593609

yr1981 |
.0157888
.0339909
0.46
0.643
-.0514172
.0829947

yr1982 |
.0136977
.0330476
0.41
0.679
-.0516432
.0790387

yr1983 |
.0078038
.0345048
0.23
0.821
-.0604182
.0760258

yr1984 |
-.0194111
.0331093
-0.59
0.559
-.0848741
.046052

_cons |
.6392791
1.000564
0.64
0.524
-1.339014
2.617572
------------------------------------------------------------------------------
Instruments for first differences equation

Standard

D.(yr1980 yr1981 yr1982 yr1983 yr1984)

GMM-type (missing=0, separate instruments for each period unless collapsed)

L(1/.).(L.n w k)
Instruments for levels equation

Standard

_cons

yr1980 yr1981 yr1982 yr1983 yr1984

GMM-type (missing=0, separate instruments for each period unless collapsed)

D.(L.n w k)
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =
-3.32
Pr > z =
0.001
Arellano-Bond test for AR(2) in first differences: z =
-0.88
Pr > z =
0.380
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(104)
= 188.83
Prob > chi2 =
0.000

(Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(104)
= 104.62
Prob > chi2 =
0.465

(Robust, but can be weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:

GMM instruments for levels

Hansen test excluding group:
chi2(83)
=
88.35
Prob > chi2 =
0.323

Difference (null H = exogenous): chi2(21)
=
16.26
Prob > chi2 =
0.755

iv(yr1980 yr1981 yr1982 yr1983 yr1984)

Hansen test excluding group:
chi2(99)
=
99.66
Prob > chi2 =
0.463

Difference (null H = exogenous): chi2(5)
=
4.96
Prob > chi2 =
0.421