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This paper shows how to estimate models by the generalized method of moments and the generalized empirical likelihood using the R package gmm. A brief discussion is offered on the theoretical aspects of both methods and the functionality of the package is presented through several examples in economics and finance. It is a modified version of Chaussé (2010) published in the Journal of Statistical Software. It has been adapted to the version 1.4-0.doi:10.18637/jss.v034.i11 fatcat:dy6cd77mxvevnc5noq2w4kjr7i