EViews.com

Dear Gareth,
I'm trying to estimate a system of equations with Panel GMM but could not find a way in EViews. I've searched this forum and found a reply posted by you in Jan 2012, that EViews doesn't support panel GMM for systems. Is this still the position please? If there is a way in EViews now then please kindly advise. Many thanks!

Nothing has changed.

Thanks Gareth for the information.

I was wondering if the following procedure would give me the same result as the Blundell-Bond GMM-SYS estimator. First, I get my panel dataset and insert the data into e-views as an unstructured workfile; then, I run a system of equations using GMM as follows:
* First equation: I set the equation in differences and use the lagged levels as instruments;
* Second equation: I set the equation in levels and use the lagged differences as instruments;
Would this work?
Thanks in advance!