Hi,
I think that accessors for the various test-statistics and p-values
would be useful like $ar1, $ar2.
Have you already thought about incorporating a 'collapse' switch?
It would be a good feature for robustness checks.
In my humble opinion the implementation in the (difficult) existing
instrument-matrix-generation-process seems not so hard, since the rows
of the standard matrix just move to the right if there is a zero entry
to the right.
The GMM() function does not support the use of lists right now. Could
this be improved?
Best
Leon