We propose a global smoothing method based on polynomial splines for the estimation of functional coefficient regression models for non-linear time series. Consistency and rate of convergence results ...

Nonlinear regression is a form of regression analysis in which data fit to a model is expressed as a mathematical function.

In this paper it will be shown that any conditional moment test of functional form of nonlinear regression models can be converted into a chi-square test that is consistent against all deviations from ...

By contrast, nonlinear regression analysis or nonlinear least-squares fitting (NLSF) refers to equations that are nonlinear in their parameters.