Template-Type: ReDIF-Paper 1.0
Author-Name: Franses, Ph.H.B.F.
Author-Name-Last: Franses
Author-Name-First: Philip Hans
Author-Person: pfr226
Author-Name: de Groot, E.A.
Author-Name-Last: de Groot
Author-Name-First: Bert
Author-Name: Legerstee, R.
Author-Name-Last: Legerstee
Author-Name-First: Rianne
Title: Testing for harmonic regressors
Abstract: This paper reports on simulation results for the Wald test for ∝1=∝2=0 in the regression model
 
 [Please open the additional file (8526_math.png) to see the regression model]
 
 for the case ĸ is known and for the case where ĸ has to be estimated using nonlinear least squares (NLS). This last situation is not standard, and we therefore provide critical values for further use. A power study shows that choosing inappropriate starting values for ĸ leads to a quick loss of power.
Creation-Date: 2007-01-31
File-URL: https://repub.eur.nl/pub/8526/ei2007-04.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2007-04
Keywords: critical values, harmonic regressors
Handle: RePEc:ems:eureir:8526