GEL methods which generalize and extend previous contributions are defined and analysed for moment condition models specified in terms of weakly dependent data. These procedures offer alternative one-step estimators and tests that areasymptotically equivalent to their efficient two-step GMM counterparts. The basisfor GEL estimation is via a smoothed version of the moment indicators usingkernel function weights which incorporate a bandwidth parameter. Examples forthe choice of bandwidth parameter and kernel function are provided. Efficient momentestimators based on implied probabilities derived from the GEL method areproposed, a special case of which is estimation of the stationary distribution of thedata. The paper also presents a unified set of test statistics for over-identifyingmoment restrictions and combinations of parametric and moment restriction hypotheses.