Brown, Bryan W. and Whitney K. Newey (2002), "Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference." Journal of Business and Economic Statistics, 20(4), 507-17.

Generalized method of moments (GMM) has been an important innovation in econometrics. Its usefulness has motivated a search for good inference procedures based on GMM. This article presents a novel method of bootstrapping for GMM based on resampling from the empirical likelihood distribution that imposes the moment restrictions. We show that this approach yields a large-sample improvement and is efficient, and give examples. We also discuss the development of GMM and other recent work on improved inference.