A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models

@inproceedings{Davidson1988AUT,
  title={A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models},
  author={J. Davidson and A. Gallant and H. White},
  year={1988}
}
2. The data generation process and optimization estimators 3. Consistency of optimization estimators 4. More on near epoch dependence 5. Asymptotic mormality 6. Estimating asymptotic cavariance matrices 7. Hypothesis testing