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
Pages :
8
From page :
339
To page :
346
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
Serial Year :
2009
Journal title :
JOURNAL OF APPLIED STATISTICS
Record number :
712298
Link To Document :
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