The statement is wrong, though sort of true. Gravitational waves are exceedingly hard to create and significant energy is radiated as gravitational waves only for massive stars rotating rapidly at a short distance. In principle the Earth-Moon system radiates gravitational waves, but at such a ridiculously low intensity that it's fair to say it doesn't radiate at all.

For more on this have a look at my answer to http://physics.stackexchange.com/questions/187947/is-it-possible-to-produce-gravitational-waves-artificially where I discuss the equation for the energy radiated as gravitational waves.