# create an empty data set with 200 observations
nulldata 200

# fix a random seed for replicability
set seed 1707138404

# generate a Gamma random variable x with shape k = 3 and scale theta = 2
series x = randgen(G, 3, 2)  

# declare and initialize the parameter estimates
scalar k = 1				
scalar theta = 1
								
# create the weight matrix as the identity matrix
matrix W = I(2)

# declare two series for use in the orthogonality conditions
series e1 = 0				
series e2 = 0

# obtain the sample mean of x
scalar m = mean(x)

gmm
    series e1 = x - k*theta
    series e2 = (x - m)^2 - k*theta^2
    orthog e1 e2 ; const
    weights W
    params k theta
end gmm