In this paper, we consider a specification testing problem in nonlinear time series models with nonstationary regressors, and we propose using a nonparametric kernel‐based test statistic. The null asymptotics for the proposed nonparametric test statistic have been well developed in the...

The application of a partially linear model to global and hemispheric temperature series is proposed. Partially linear modelling allows the trend to take a very general form rather than imposing the restriction of linearity seen in existing studies. The removal of the linearity restriction is...