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Maybe I could rephrase the question and just say how can I run my estimation using just the identity w. matrix and not updating to the optimal one?

But there's an option that says "estimation weighting matrix" and user-specified is an allowable answer. Basically, I just need to run my estimation with an identity weighting matrix, instead of the optimal weighting matrix. I just upgraded to ev 7 from 6 because I though it would allow me...

I'm trying to estimate a GMM system of equations but do not understand the syntax to use. When I create a system and type out the first two moments, they look as follows: d1na*win-w(1) d2na*win-w(2) However, I want to be able to choose my own weighting matrix and that option does not seem available ...