2009-03-01
Testing for harmonic regressors
Publication
Publication
Journal of Applied Statistics , Volume 36 - Issue 3 p. 339- 346
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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| doi.org/10.1080/02664760802454837, hdl.handle.net/1765/19417 | |
| Journal of Applied Statistics | |
| Organisation | Erasmus Research Institute of Management |
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Franses, Ph.H.B.F, de Groot, E.A, & Legerstee, R. (2009). Testing for harmonic regressors. Journal of Applied Statistics, 36(3), 339–346. doi:10.1080/02664760802454837
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