Hi, I'd like to do some GMM estimation broadly similar to Burnside and Eichenbaum (1996?). I've used the Gauss code (hansen-ogaki) in the past but don't have gauss on my system anylonger (I think several toolboxes are required as well that would make it a serious investment). Is there any R code available? If not, does anyone know of Matlab code that might exist (without toolboxes). Thanks Brian __________________________________________________ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._