EViews.com

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.

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

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.

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.

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