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Winter 2013
 1/7/13. There are several
software options for doing GMM estimation: Eviews, Matlab, SPLUS and R.
Eviews 7 includes several long awaited improvements
to the GMM code.
There are two Matlab GMM toolboxes: one by Mike Cliff; one by Kostas N.
Kyriakoulis (used for examples in Hall's book). Here are the links to the
programs
 Mike Cliff's GMM and MINZ
programs
 Kostas N. Kyriakoulis GMM
toolbox
 Pierre Chausse's R GMM
package.
 1/7/13. Check out Hayshi's
homepage with errata, answers to analytical exercises and review
problems and other supplemental material. In particular, print out the
errata and make note of the typos and corrections to the text.
 1/7/13. Check out Alastair
Hall's Advanced
Econometrics course. This course is built around his GMM book.
