EViews.com

Hi,
Please , can the weighting matrix can given to eviews 6 externally for GMM estimations. Actually I want estimates Hansen and Jagannathan (1997) distance measure for which the 2nd stage weighting matrix need to be the inverse matrix of test assets.
I also have another question that is it possible to link eviews 6 with an excel file such that when the data is changed in excel sheet it also update in the corresponding eviews workfile.
waiting!

User specified weighting matrices are available in EViews 7 only.

Neither EViews 6 nor EViews 7 will automatically update data when an Excel file is changed.

Well,i hope the user specified weighting matrix works also for the system GMM. Can you please explain how to do it in eviews 7 for two step GMM estimations.
thx

Not available for system GMM