Hi everyone, I´m starting with GMM estimator for panel data in R. In fact I’m starting with GMM estimation with panel data, my research area is accounting and finance, so I’ve been reading many «econometric» books but I have some difficulties in applying GMM estimation. I’ve also read the article «Panel data econometrics in R: the plm package» (Croissant & Millo) and my question is: Does the pggm() function performs the estimation based in Arellano and Bond (1991)? If yes, is there any way to perform the estimation based in Blundell and Bond (1998) (that seems to be a better estimator)? Thank you, Cecília Carmo (Universidade de Aveiro) [[alternative HTML version deleted]]