Restricting date in GMM

[Vishna Senathirajah]

Hi all,
I am unsure how to restrict my sample in GMM currently for each equation. What I want to do is the following

gmm (eq1: gross_returns - {b0_1} - {b1_1}*market if Eventtime<=-5 ) (eq2: {gamma_1} - {b0_1} - {b1_1}*market if Eventtime>-5), instruments(eq1: m1) winitial(B)

and I'm not sure how one would do this. My data is below in this post
Any help would be appreciated
Many Thanks,
Vishna

* Example generated by -dataex-. For more info, type help dataex
clear
input byte event_time double(market gross_returns)
-120  .9926                  1
-119 1.0044  .9852038975099241
-118 1.0061  .9981684981684982
-117  .9929 1.0025688073394494
-116  .9949  1.006588579795022
-115  .9748 1.0054545454545454
-114 1.0028  .9808318264014466
-113 1.0059  .9771386430678467
-112   .997  .9939622641509434
-111 1.0094  .9908883826879272
-110 1.0049  .9720306513409961
-109 1.0157  .9755616870319275
-108 1.0025 1.0383838383838384
-107 1.0086  .9922178988326849
-106 1.0022 1.0094117647058822
-105  .9974 1.0062160062160064
-104  .9959                  1
-103  .9863 1.0166023166023166
-102  .9942 1.0045575389289783
-101 1.0053  1.003780718336484
-100  .9828  .9849340866290018
 -99 1.0054 1.0202676864244742
 -98 1.0035  1.012743628185907
 -97 1.0188 1.0140636565507033
 -96  .9965 1.0091240875912408
 -95 1.0112  .9981916817359855
 -94 1.0106   .980072463768116
 -93  .9964 1.0055452865064696
 -92 1.0016  .9988970588235294
 -91  1.003 1.0117776959882223
 -90  .9949  .9909057839214259
 -89  .9907  .9948604992657857
 -88 1.0082   .981180811808118
 -87 1.0015 1.0037608123354644
 -86  .9951 1.0153615586361935
 -85 1.0036  1.007380073800738
 -84 1.0024                  1
 -83 1.0047 1.0032967032967033
 -82  .9897  .9883169039795546
 -81   .988  .9693387513852973
 -80 1.0021  1.001905487804878
 -79 1.0036 1.0079878280715102
 -78  .9916                  1
 -77 1.0009                  1
 -76  .9933  1.019245283018868
 -75 1.0232  .9811181044057755
 -74  .9976 1.0196226415094338
 -73  .9863   .994078460399704
 -72 1.0023 1.0163812360387192
 -71 1.0034 1.0062271062271062
 -70  .9982                  1
 -69 1.0012 1.0072806698216237
 -68 1.0038  .9884351282977955
 -67 1.0017  .9989031078610603
 -66 1.0009  .9912152269399708
 -65 1.0026 1.0110782865583456
 -64  .9882  .9813732651570488
 -63 1.0121  1.010048381094157
 -62 1.0011 1.0077376565954312
 -61   .992 1.0036563071297988
 -60  .9956 1.0036429872495447
 -59  .9964 1.0090744101633393
 -58 1.0032 1.0046762589928058
 -57  .9869  .9967776584317937
 -56   .992 1.0193965517241381
 -55  .9979  .9813248766737138
 -54  .9947 1.0179533213644525
 -53 1.0113  .9805996472663139
 -52 1.0024 1.0043165467625899
 -51   .991 1.0010744985673352
 -50   .989  .9914132379248659
 -49  .9999 1.0129916997473836
 -48  .9956  .9800498753117208
 -47 1.0041  .9814612868047982
 -46 1.0004 1.0144444444444443
 -45 1.0172   .982110259218693
 -44 1.0013 1.0223048327137547
 -43 1.0015  1.021090909090909
 -42  .9946  1.001068376068376
 -41  .9921  .9893276414087513
 -40  .9803  .9996404171161452
 -39   .985  .9762589928057553
 -38 1.0134  .9985261606484894
 -37 1.0033  .9952029520295202
 -36  .9933  .9911012235817576
 -35  .9924 1.0078563411896744
 -34  .9842  .9970304380103936
 -33 1.0091 1.0126582278481011
 -32  1.014  .9893382352941177
 -31 1.0139 1.0066889632107021
 -30 1.0097  .9878183831672206
 -29 1.0023 1.0052316890881912
 -28      1  .9765799256505576
 -27 1.0063  .9969547011800532
 -26  .9969 1.0213822069492173
 -25  1.002 1.0044859813084113
 -24  .9971  .9918124302195758
 -23   .985  .9879924953095686
 -22  .9982  .9848082035700721
 -21  .9887  .9980717315850366
end