This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the

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

This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabili

Provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. The book also