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