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The paper deals with the PAM manipulator modeling and identification based on autoregressive recurrent neural networks. For the first time, the most powerful types of neural-network-based nonlinear autoregressive models, namely, NNARMAX, NNOE and NNARX models, will be applied comparatively to the PAM manipulator identification. Furthermore, the evaluation of different nonlinear neural network auto-regressive models of the PAM manipulator with different number of neurons in hidden layer is completely discussed. On this basis, the merits of each identified model of the highly nonlinear PAM manipulator have been analyzed and compared. The results show that the nonlinear NNARX model yields better performance and higher accuracy than the other nonlinear NNARMAX and NNOE model schemes. These results can be applied to model and identify not only the PAM manipulator but also to control other nonlinear and time-varying industrial systems.