Work

Testing for harmonic regressors

Year: 2009

Type: article

Abstract: This paper reports on the Wald test for α1=α2=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.

Source: Journal of Applied Statistics

DOI: 10.1080/02664760802454837

Authors: Philip Hans Franses, Bert de Groot, Rianne Legerstee

Institution: Erasmus University Rotterdam

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2136134604

FWCI: 0.69

Cites: 5

Cited by: 2

Related to: 10