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
Erasmus Research Institute of Management

Franses, P. H., de Groot, B.& Legerstee, R. (2009). Testing for harmonic regressors. Journal of Applied Statistics, 36(3), 339–346.https://doi.org/10.1080/02664760802454837