1 Introduction 1

2 The Data Generatior Process and Optimization Eatimators 7

3 Consistency of Optimization Estimators 18

4 More on Near Epoch Dependence 47

5 Asymptotic Normality 72

6 Estimating Asymptotc Covariance Matrices 90

7 Hypothesis Testing 120

8 Summary and Conclusion 140