This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression m

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classic