Testing for harmonic regressors

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.