Before revision:  We  establish consistency and asymptotic normality  under general conditions that allow for weakly dependent data and nonlinear structural models , and we explore options for testing general nonlinear hypotheses. Simulations with iid and time series data illustrate the finite-sample properties of the estimators and tests .
After revision:  We establish consistency and asymptotic normality under general conditions that allow for weakly dependent data and nonlinear structural models . Simulations illustrate the finite-sample properties of the estimators and tests .