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 ...

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.