--- a
+++ b/gmm_estimate.m
@@ -0,0 +1,58 @@
+# Copyright (C) 2003,2004  Michael Creel michael.creel@uab.es
+# under the terms of the GNU General Public License.
+# 
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+# 
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+# 
+# You should have received a copy of the GNU General Public License
+# along with this program; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+ 
+# Copyright (C) 2003  Michael Creel michael.creel@uab.es
+# under the terms of the GNU General Public License.
+# The GPL license is in the file COPYING
+# 
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+# 
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+# 
+# You should have received a copy of the GNU General Public License
+# along with this program; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+ 
+# Copyright (C) 2003  Michael Creel michael.creel@uab.es
+# under the terms of the GNU General Public License.
+# The GPL license is in the file COPYING
+# 
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+# 
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+
+# performs the minimization
+function [theta, obj_value, convergence] = gmm_estimate(theta, data, weight, moments, momentargs, control)
+	gmmargs = {theta, data, weight, moments, momentargs};
+	if nargin < 6
+		[theta, obj_value, convergence] = bfgsmin("gmm_obj", gmmargs);
+	else
+		[theta, obj_value, convergence] = bfgsmin("gmm_obj", gmmargs, control);
+	endif
+endfunction