Franses, Philip Hans; Groot, Bert de; Legerstee, Rianne - In: Journal of Applied Statistics 36 (2009) 3, pp. 339-346
This paper reports on the Wald test for α1=α2=0 in the regression model [image omitted] 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...
