Table 1
Sample mean and mean square error (in brackets) for models A, B, and C.
| Model | Sample size | Parameter | 50 | 100 | 400 | 700 |
| A | ϕ1 | 0.0781 | 0.0873 | 0.0925 | 0.0953 | (0.0316) | (0.0084) | (0.0047) | (0.0017) | ϕ2 | 0.1658 | 0.1795 | 0.1867 | 0.1957 | (0.0251) | (0.0193) | (0.0052) | (0.0035) | θ | 0.2433 | 0.2731 | 0.2875 | 0.2924 | (0.0236) | (0.0074) | (0.0032) | (0.0021) | λ | 1.1372 | 1.1007 | 1.0285 | 1.0046 | (0.1256) | (0.0632) | (0.0358) | (0.0067) |
| B | ϕ1 | 0.2547 | 0.2871 | 0.2935 | 0.2977 | (0.0412) | (0.0136) | (0.0087) | (0.0032) | ϕ2 | 0.3468 | 0.3726 | 0.3891 | 0.3964 | (0.0308) | (0.0158) | (0.0072) | (0.0023) | θ | 0.4625 | 0.4789 | 0.4836 | 0.4976 | (0.0217) | (0.0104) | (0.0044) | (0.0013) | λ | 3.5672 | 3.1741 | 3.0522 | 3.0075 | (0.3265) | (0.2381) | (0.0943) | (0.0045) |
| C | ϕ1 | 0.5648 | 0.5783 | 0.5867 | 0.5973 | (0.0213) | (0.0151) | (0.0078) | (0.0024) | ϕ2 | 0.1732 | 0.1847 | 0.1907 | 0.1976 | (0.0342) | (0.0153) | (0.0024) | (0.0005) | θ | 0.6347 | 0.6824 | 0.6947 | 0.6953 | (0.0145) | (0.0083) | (0.0026) | (0.0011) | λ | 12.3627 | 10.6538 | 10.1486 | 10.0024 | (1.0764) | (0.3105) | (0.0852) | (0.0053) |
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