Generalized Method of Moments and Generalized Empirical Likelihood R package gmm version 1.9-1 CRAN Task View: Econometrics (https://CRAN.R-project.org/view=Econometrics) CRAN Task View: Finance (https://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 (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>). Software Depends: R (>= 2.10.0), sandwich Imports: stats, methods, grDevices, graphics Suggests: knitr, mvtnorm, car, stabledist, MASS, timeDate, timeSeries Pierre Chausse <pchausse@uwaterloo.ca> Comprehensive R Archive Network (CRAN) Pierre Chausse [aut, cre] GPL (>= 2) 2025-08-26 application/tgz https://CRAN.R-project.org/package=gmm doi:10.32614/CRAN.package.gmm