Testing for harmonic regressors
March 2009
Article
volume 36, issue 3 pp 339-346.
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This paper reports on the Wald test for a1=a2=0 in the regression model where κ is estimated using nonlinear least squares. As this situation is not standard we provide critical values for further use. An illustration to quarterly GDP in the Netherlands is given. A power study shows that choosing inappropriate starting values for κ leads to a quick loss of power.
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