Bierens, Herman J.2009-11-192009-11-191981-11Bierens, H.J., (1981), "A Test for Model Specification of Nonlinear Time Series Regressions", Discussion Paper No. 156, Center for Economic Research, Department of Economics, University of Minnesota.https://hdl.handle.net/11299/55131In a previous paper [3] we have proposed a test for model specification in the absence of alternative hypotheses. The asymptotic properties of this test have been derived under the i.i.d. assumption., In the present paper we shall extend and modify these results to simultaneously testing the truth of the functional form of the model and the absence of autocorrelation of the errors of nonlinear and nonstationary time series regressions.en-USWorking Paper