一般情况下不同方法有对应的数据面板形态,有些计量书籍里面写的很明白,可以参考下面的文章
‘The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large’, Volume 31 / Issue 03 / June 2015, pp 647-667, Econometric Theory (http://journals.cambridge.org/ac ... d=S0266466614000449).