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Local powers and asymptotic relative efficiencies (with respect, e.g., to the corresponding Gaussian Lagrange multiplier tests proposed in Ghysels and Hall [1992, \u201cLagrange Multiplier Tests for Periodic Structures,\u201d unpublished manuscript, CRDE, Montreal] and Liitkepohl [1991, Introduction to Multiple Time Series Analysis, Berlin: Springer-Verlag; 1991, pp. 243\u2013264, in W.E. Griffiths, H. Liitkepohl, &amp; M.E. Block (eds.), Readings in Econometric Theory and Practice, Amsterdam: North-Holland] are computed explicitly; a rank-based test of the van der Waerden type is proposed, for which this ARE is uniformly larger than 1. The main technical tool is Le Cam's local asymptotic normality property.<\/jats:p>","DOI":"10.1017\/s0266466600006459","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:39:37Z","timestamp":1236699577000},"page":"88-112","source":"Crossref","is-referenced-by-count":20,"title":["Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches"],"prefix":"10.1017","volume":"12","author":[{"given":"Mohamed","family":"Bentarzi","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Marc","family":"Hallin","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600006459_ref041","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0084.1988.mp50004002.x"},{"key":"S0266466600006459_ref001","first-page":"364","article-title":"Statistical analysis of periodic autoregression","volume":"28","author":"And\u011bl","year":"1983","journal-title":"Aplikace Matematiky"},{"key":"S0266466600006459_ref036","doi-asserted-by":"publisher","DOI":"10.1086\/261432"},{"key":"S0266466600006459_ref023","doi-asserted-by":"crossref","unstructured":"Hansen L.P. & Sargent T.J. 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