GMM in Julia ecosystem

[azev77]

Hi and thank you for this awesome package!
I wanted to let you know about the different GMM resources I've found in Julia:

1. Creel: https://github.com/mcreel/Econometrics/tree/master/src/GMM
2. Soderlind: https://github.com/PaulSoderlind/EmpiricalFinancePhD/blob/master/GMM.ipynb
3. Dahlquist: https://github.com/MagnusDahlquist/PhD403
4. Lyon: https://github.com/sglyon/GMM.jl
5. Hedtrich: https://github.com/chrished/NonlinearGMM.jl
6. Ragusa: https://github.com/gragusa/MomentBasedEstimators.jl
7. (SMM) Oswald: https://github.com/floswald/SMM.jl

It would be awesome for the Julia ecosystem if there was a way to combine some of these efforts & make a Julia version of GMM.R.

[schrimpf]

Thanks for the issue. This is a good idea.

I am interested in collaborating, but I can't organize or lead the effort right now. I'll keep it in mind for the future, and I'll try to contribute to anything that someone else starts.