title: Are there any examples for statsmodels.gmm (Generalized Method of Moments)?
body: <p>I'm trying to estimate some parameters using the GMM approach (<strong>Generalized Method of Moments</strong>, not Gaussian Mixture Model). I was hoping to use the package <code>statsmodels</code> if possible. The official description is listed <a href="http://nipy.bic.berkeley.edu/nightly/statsmodels/doc/html/generated/statsmodels.sandbox.regression.gmm.GMM.html#statsmodels.sandbox.regression.gmm.GMM" rel="nofollow">here</a>. However I got confused about where to specify the moment conditions. My model is not linear and does not use IV, so I cannot use <code>NonlinearIVGMM</code> and such. The "tutorials"/examples I found are only <a href="http://nbviewer.jupyter.org/gist/josef-pkt/6895915" rel="nofollow">for models with IVs</a>. I wonder if there are any examples to showcase how to use the more general <code>GMM</code>. Thanks.</p>