set verbose off
open abdata.gdt

# compose list of regressors
list X = w w(-1) k k(-1)
list Z = w k

dpanel 1 ; n X const ; GMM(Z,2,99) --two-step --dpd --keep-extra

### --- re-do by hand ----------------------------

# fetch Z and A from model
A = $model.wgtmat
mZt = $model.GMMinst # note: transposed

# create data matrices
series valid = ok($uhat)
series ddep = diff(n)
series dldep = ddep(-1)
list dreg = diff(X)

smpl valid --dummy

matrix m_reg = {dldep} ~ {dreg} ~ 1
matrix m_dep = {ddep}

matrix uno = mZt * m_reg
matrix due = qform(uno', A)
matrix tre = (uno'A) * (mZt * m_dep)
matrix coef = due\tre

print coef