t

r

N-W

OLS

n = 50

n = 100

n = 500

n = 50

n = 100

n = 500

0.00

1.0000

0.146942

0.082552

0.056272

0.051214

0.050122

0.044455

0.05

1.0526

0.123233

0.067013

0.043829

0.039383

0.038107

0.033216

0.10

1.1111

0.102391

0.053682

0.033394

0.029523

0.028136

0.024020

0.15

1.1765

0.084173

0.042356

0.024765

0.021435

0.020007

0.016653

0.20

1.2500

0.068358

0.032843

0.017756

0.014933

0.013532

0.010916

0.25

1.3334

0.054735

0.024965

0.012192

0.009841

0.008534

0.006620

0.30

1.4286

0.043111

0.018555

0.007911

0.005994

0.004846

0.003585

0.35

1.5385

0.033302

0.013456

0.004757

0.003241

0.002313

0.001642

0.40

1.6667

0.025138

0.009520

0.002585

0.001433

0.000787

0.000628

0.45

1.8182

0.018459

0.006606

0.001259

0.000436

0.000125

0.000388

0.50

2.0000

0.013113

0.004579

0.000646

0.000118

0.000191

0.000773

0.55

2.2222

0.008952

0.003309

0.000624

0.000358

0.000851

0.001642

0.60

2.5000

0.005837

0.002671

0.001074

0.001039

0.001972

0.002860

0.65

2.8571

0.003629

0.002542

0.001880

0.002049

0.003422

0.004303

0.70

3.3333

0.002188

0.002803

0.002931

0.003279

0.005070

0.005861

0.75

4.0000

0.001372

0.003345

0.004116

0.004622

0.006791

0.007439

0.80

5.0000

0.001028

0.004068

0.005324

0.005965

0.008479

0.008972

0.85

6.6667

0.000996

0.004898

0.006436

0.007190

0.010066

0.010433

0.90

10.00

0.001103

0.005789

0.007334

0.008171

0.011553

0.011834

0.95

20.00

0.001178

0.006723

0.007933

0.008816

0.012995

0.013142