$n=50$

$n=100$

$n=200$

${\beta }_0=1$

OLS

0.9969 (0.1632)

0.9955 (0.1038)

1.0023 (0.0835)

M

0.9945 (0.0757)

0.9934 (0.0500)

1.0013 (0.0370)

QR

0.9985 (0.0830)

0.9938 (0.0552)

0.9997 (0.0418)

ESL

1.0025 (0.0695)

0.9949 (0.0491)

1.0014 (0.0361)

${\beta }_1=2$

OLS

1.9826 (0.1399)

2.0107 (0.1041)

2.0099 (0.0766)

M

1.9929 (0.0631)

2.0013 (0.0473)

2.0065 (0.0365)

QR

1.9961 (0.0756)

2.0049 (0.0532)

2.0084 (0.0448)

ESL

2.0000 (0.0573)

2.0016 (0.0457)

2.0025 (0.0343)

${\gamma }_0=0.5$

OLS

0.3576 (0.1294)

0.3651 (0.0925)

0.3519 (0.0565)

M

0.4524 (0.1412)

0.4582 (0.1125)

0.4475 (0.0709)

QR

0.4745 (0.1266)

0.4773 (0.0971)

0.4659 (0.0576)

ESL

0.5143 (0.0784)

0.5020 (0.0371)

0.4970 (0.0206)

${\gamma }_1=0.2$

OLS

0.0013 (0.4243)

−0.0277 (0.3062)

−0.0012 (0.1764)

M

0.0051 (0.4775)

0.0161 (0.3990)

0.0631 (0.2578)

QR

0.0067 (0.4497)

0.0363 (0.3547)

0.0879 (0.2198)

ESL

0.1263 (0.3046)

0.1938 (0.1379)

0.2034 (0.0625)