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.
After revision:  We propose a method of moments estimator for exactly identified models, as well as a generalized method of moments estimator for over-identified models. 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.