$n=50$

$n=100$

$n=200$

${\beta }_0=1$

OLS

1.0063 (0.1406)

1.0106 (0.1086)

1.0041 (0.0664)

M

1.0003 (0.0709)

1.0007 (0.0473)

1.0018 (0.0320)

QR

1.0011 (0.0786)

1.0001 (0.0474)

1.0024 (0.0324)

ESL

0.9997 (0.0771)

1.0009 (0.0432)

1.0014 (0.0317)

${\beta }_1=2$

OLS

2.0048 (0.1041)

1.9993 (0.0908)

1.9970 (0.0708)

M

2.0051 (0.0629)

2.0004 (0.0482)

1.9966 (0.0338)

QR

2.0032 (0.0616)

2.0001 (0.0495)

1.9980 (0.0364)

ESL

1.9973 (0.0673)

1.9980 (0.0465)

1.9974 (0.0329)

${\gamma }_0=0.5$

OLS

0.4815 (0.0887)

0.4729 (0.1140)

0.5084 (0.0870)

M

0.4954 (0.0522)

0.4926 (0.0465)

0.5032 (0.0368)

QR

0.4978 (0.0501)

0.4927 (0.0447)

0.5030 (0.0336)

ESL

0.4994 (0.0543)

0.4977 (0.0446)

0.5030 (0.0323)

${\gamma }_1=0.2$

OLS

0.2271 (0.2820)

0.2651 (0.3357)

0.1718 (0.2648)

M

0.2060 (0.1544)

0.2209 (0.1392)

0.1925 (0.1115)

QR

0.2022 (0.1523)

0.2213 (0.1368)

0.1935 (0.1026)

ESL

0.1988 (0.1673)

0.2043 (0.1327)

0.1929 (0.1013)