Title of article :
Testing for harmonic regressors
Author/Authors :
Philip Hans Franses، نويسنده , , Bert de Groot & Rianne Legerstee، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
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.
Keywords :
Critical values , harmonic regressors
Journal title :
JOURNAL OF APPLIED STATISTICS
Journal title :
JOURNAL OF APPLIED STATISTICS