Hi folks, Is there an implementation of generalized method of moments in R? I did do a help.search but found no hit. Site search found this gmm estimator function in the package sde but not sure what it is. Having browsed the codes in Finmetrics, I naively thought it won't be too hard to implement it in R. (That last statement reflects as much naivete as desparation to port my finmetrics codes to R so I could run some routines on my laptop at home.) Thanks. Horace [[alternative HTML version deleted]]