t(3) | ||||||
n | ρ | WR | Bias (×100) | MSE (×100) | ||
|
|
| ELGEE | RELGEE | ELGEE | RELGEE |
| 0.3 | Exch | −0.03467 | −0.05221 | 1.81182 | 1.01774 |
|
| AR(1) | 0.17968 | 0.30765 | 1.75744 | 1.15462 |
50 |
| Ind | 0.26076 | 0.11889 | 2.14819 | 1.30291 |
| 0.7 | Exch | 0.55148 | 0.64514 | 0.84950 | 0.58737 |
|
| AR(1) | 0.18788 | 0.18082 | 1.25479 | 0.67416 |
|
| Ind | −0.19433 | −0.07454 | 2.04687 | 1.18954 |