[R] System GMM yields identical results for any weighting matrix

A copy of this question can be found on Cross Validated: https://stats.stackexchange.com/questions/645362 I am estimating a system of seemingly unrelated regressions (SUR) in R. Each of the equations has one unique regressor and one common regressor. I am using `gmm::sysGmm` and am experimenting w

[R] System GMM fails due to computationally singular system. Why?

A copy of this question can be found on Cross Validated: https://stats.stackexchange.com/questions/645610 I am estimating a system of seemingly unrelated regressions (SUR) with `gmm::sysGmm` in R. Each of the equations has one unique regressor and one common regressor. The common regressor is a du