Modern Linear and Nonlinear Econometrics (Dynamic Modeling and Econometrics in Economics and Finance)

From the reviews:

"This textbook presents a unified approach of linear and nonlinear econometrics to the application of recent research topics in applied economics. ... The book is written for final year bachelor and master students, but it may also be useful for practitioners in business and public institutions ... . Given that most econometric textbooks deal either with linear or with nonlinear econometrics, this book bridges the gap by treating each topic with equal importance and by using a unified notation, to present the different approaches." (Herbert S. Buscher, Zentralblatt MATH, Vol. 1098 (24), 2006)