$n=50$

$n=100$

$n=200$

${\beta }_0=1$

OLS

0.9968 (0.0690)

0.9973 (0.0419)

0.9997 (0.0268)

M

0.9972 (0.0697)

0.9968 (0.0431)

0.9997 (0.0285)

QR

0.9923 (0.0845)

0.9945 (0.0493)

0.9999 (0.0357)

ESL

0.9972 (0.0783)

0.9956 (0.0478)

0.9997 (0.0329)

${\beta }_1=2$

OLS

2.0025 (0.0522)

1.9987 (0.0394)

1.9961 (0.0289)

M

2.0033 (0.0535)

1.9979 (0.0414)

1.9954 (0.0289)

QR

2.0005 (0.0642)

1.9970 (0.0483)

1.9953 (0.0340)

ESL

2.0033 (0.0601)

1.9971 (0.0466)

1.9941 (0.0315)

${\gamma }_0=0.5$

OLS

0.4970 (0.0343)

0.4969 (0.0227)

0.5003 (0.0165)

M

0.4991 (0.0333)

0.4988 (0.0227)

0.5011 (0.0167)

QR

0.4975 (0.0393)

0.4977 (0.0283)

0.5010 (0.0200)

ESL

0.5008 (0.0368)

0.5001 (0.0262)

0.5010 (0.0187)

${\gamma }_1=0.2$

OLS

0.1922 (0.1072)

0.2057 (0.0656)

0.1956 (0.0478)

M

0.1961 (0.1037)

0.2043 (0.0672)

0.1962 (0.0493)

QR

0.2016 (0.1191)

0.2064 (0.0881)

0.1965 (0.0603)

ESL

0.1935 (0.1121)

0.2022 (0.0802)

0.1973 (0.0560)