gmm system estimation

[imbrogno]

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 when I click on "estimate" inside of the system. Instead, in the main EViews screen, I have to choose "Quick" and then "Estimate Equation". But how do I write out those two moments in the specification box that pops up?

Thanks.

[EViews Gareth]

You can not provide your own weighting matrix in system GMM estimation.

[imbrogno]

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 to do this.

[imbrogno]

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?

[EViews Gareth]

But there's an option that says "estimation weighting matrix" and user-specified is an allowable answer.

Not in system estimation - I believe you're getting confused with single equation gmm.