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

The International Conference on Linear Statistical Inference LINSTAT'93 was held in Poznan, Poland, from May 31 to June 4, 1993. The purpose of the confer ence