t | r | N-W | OLS | ||||
n = 250 | n = 500 | n = 1000 | n = 250 | n = 500 | n = 1000 | ||
0.00 | 1.0000 | 0.046526 | 0.038409 | 0.038532 | 0.078072 | 0.058253 | 0.052327 |
0.05 | 1.0526 | 0.035004 | 0.028263 | 0.028102 | 0.063104 | 0.045229 | 0.040220 |
0.10 | 1.1111 | 0.025533 | 0.020016 | 0.019674 | 0.05032 | 0.034327 | 0.030164 |
0.15 | 1.1765 | 0.017901 | 0.013471 | 0.013037 | 0.039519 | 0.025333 | 0.021956 |
0.20 | 1.2500 | 0.011904 | 0.008438 | 0.007989 | 0.030507 | 0.018046 | 0.015404 |
0.25 | 1.3334 | 0.007356 | 0.004746 | 0.004342 | 0.023105 | 0.012279 | 0.010331 |
0.30 | 1.4286 | 0.004075 | 0.002228 | 0.001915 | 0.017148 | 0.007855 | 0.006571 |
0.35 | 1.5385 | 0.001893 | 0.000731 | 0.000538 | 0.012477 | 0.004603 | 0.003964 |
0.40 | 1.6667 | 0.000646 | 0.000108 | 0.000046 | 0.008942 | 0.002366 | 0.002361 |
0.45 | 1.8182 | 0.000181 | 0.000219 | 0.000284 | 0.006402 | 0.000991 | 0.001619 |
0.50 | 2.0000 | 0.000346 | 0.000934 | 0.001102 | 0.004721 | 0.000334 | 0.001598 |
0.55 | 2.2222 | 0.001003 | 0.002127 | 0.002356 | 0.003766 | 0.000260 | 0.000216 |
0.60 | 2.5000 | 0.002017 | 0.003678 | 0.003912 | 0.003528 | 0.000640 | 0.003181 |
0.65 | 2.8571 | 0.003267 | 0.005471 | 0.005647 | 0.003410 | 0.001358 | 0.004520 |
0.70 | 3.3333 | 0.004643 | 0.007391 | 0.007450 | 0.003999 | 0.002306 | 0.006049 |
0.75 | 4.0000 | 0.006055 | 0.009327 | 0.009235 | 0.004711 | 0.003396 | 0.007647 |
0.80 | 5.0000 | 0.007442 | 0.011160 | 0.001094 | 0.005565 | 0.004558 | 0.009211 |
0.85 | 6.6667 | 0.008776 | 0.012765 | 0.012556 | 0.006490 | 0.005746 | 0.010681 |
0.90 | 10.00 | 0.010067 | 0.014011 | 0.014093 | 0.007448 | 0.006942 | 0.012058 |
0.95 | 20.00 | 0.011284 | 0.014809 | 0.015522 | 0.008435 | 0.008087 | 0.01339 |