estimation with eviews

[sinabelkhir]

Hi I have a problem in estimating this model with the generalized method of moments, I don't know how to make the application on eviews. I would be grateful if anyone can explain the different steps of estimating this model.
Thank you in advance
The production function Cobb-Douglas takes the following form:

yit= Ait Kitβk Litβl (1)

The log transformation gives the following linear equation:

yit= αt+βllit+βkkit + ait (2)

With ait is the total factor productivity (TFP) it is divided into three elements
ait = ωi+ωit + ԑit
so
yit= αt+βllit+βkkit + ωi+ωit + ԑit (3):

ωit= ρωit-1+ τit |ρ|< 1
τit, ԑit MA (0)
With yit is the logarithm of output of firm i, t: is the year, lit is the logarithm of labor, lit is the log of capital and αt a time specific effect. the term productivity is modeled with a ωi specific fixed individual effect and ωit is a shock autoregressive of order one(|ρ |<1), ԑit is the error term measurement. Introducing an error term in the autoregressive error term
Global provides a dynamic relationship. The goal is to estimate βk, βl, αt and ρ with a large number of companies. The representation dynamic model is:

yit= βllit - ρβllit-1+ βkkit - ρβkkit-1+ ρyit-1+ (αt -ραt-1) + ωi (1-ρ) + (τit + ԑit- ρ ԑit-1) (4)

αt*= αt -ραt-1
ωi* = ωi (1-ρ)
vit = τit + ԑit- ρ ԑit-1


yit= βllit - ρβllit-1+ βkkit - ρβkkit-1+ ρyit-1+ αt*+ ωi*+ vit (5)


the production function in first differences and the production function in level are estimated jointly as a system with a set of appropriate instruments for each equation.
Productivity will then be calculated by the following term with the random error term:

TFP=ωi+ωit + ԑit