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