Curious whether anyone knows a package, or has written an implementation themselves, for conducting instrumental variables regressions using LIML in R. All of the R packages I have seen for IV regressions seem to resort to 2SLS/GMM as opposed to LIML, which may have more desirable finite sample qualities compared to 2SLS [(Hayashi 2000)](http://press.princeton.edu/titles/6946.html)

For additional context, stata's ivregress command includes options to use LIML estimation, and hoping someone has already implemented something similar in R so I don't have to write it myself.