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

A volume in the 'Economic Theory, Econometrics and Mathematical Economics Series' edited by Karl Shell.

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

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