Offline robot dynamic identification methods are mostly based on the use of the inverse dynamic model, which is linear with respect to the dynamic parameters. This model is sampled while the robot is tracking reference trajectories that excite the system dynamics. This allows using linear least-squares techniques to estimate the parameters. The efficiency of this method has been proved through the experimental identification of many prototypes and industrial robots. However, this method requires the joint force/torque and position measurements and the estimate of the joint velocity and acceleration, through the bandpass filtering of the joint position at high sampling rates. The proposed new method called DIDIM requires only the joint force/torque measurement, which avoids the calculation of the velocity and acceleration by bandpass filtering of the measured position. It is a closed-loop output error method where the usual joint position output is replaced by the joint force/torque. It is based on a closed-loop simulation of the robot using the direct dynamic model, the same structure of the control law, and the same reference trajectory for both the actual and the simulated robot. The optimal parameters minimize the 2-norm of the error between the actual force/torque and the simulated force/torque. This is a nonlinear least-squares problem which is dramatically simplified using the inverse dynamic model to obtain an analytical expression of the simulated force/torque, linear in the parameters. A validation experiment on a two degree-of-freedom direct drive rigid robot shows that the new method is efficient.