Generalized Method of Moments and Generalized Empirical Likelihood CRAN Task View: Econometrics (http://CRAN.R-project.org/view=Econometrics) CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (GMM) of Hansen(1982), the iterated GMM and continuous updated estimator (CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood (GEL) family of estimators, as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and Anatolyev(2005). Software Depends: R (>= 2.10.0), sandwich Imports: stats Suggests: mvtnorm, car, fBasics, MASS, timeDate, timeSeries Pierre Chausse <pchausse@uwaterloo.ca> Pierre Chausse <pchausse@uwaterloo.ca> GPL (>= 2) 2012-05-30 application/tgz http://CRAN.R-project.org/package=gmm