| Čoahkkáigeassu: | <p style="text-align:justify;"> We consider model selection for nonlinear dynamic equations with more candidate variables than observations, based on a general class of nonlinear-in-the-variables functions, addressing possible location shifts by impulse-indicator saturation. After an automatic search delivers a simplified congruent terminal model, an encompassing test can be implemented against an investigator’s preferred nonlinear function. When that is nonlinear in the parameters, such as a threshold model, the overall approach can only be semi-automatic. The method is applied to re-analyze an empirical model of real wages in the UK over 1860–2004, updated and extended to 2005–2011 for forecast evaluation. </p>
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