This paper examines the estimation of a global nonlinear gas turbine model using NARMAX techniques. Linear models estimated on small-signal data are first examined and the need for a global nonlinear model is established. A nonparametric analysis of the engine nonlinearity is then performed in the time and frequency domains. The information obtained from the linear modelling and nonlinear analysis is used to restrict the search space for nonlinear modelling. The nonlinear model is then validated using large-signal data and its superior performance illustrated by comparison with a linear model. This paper illustrates how periodic test signals, frequency domain analysis and identification techniques, and time-domain NARMAX modelling can be effectively combined to enhance the modelling of an aircraft gas turbine.