$n=50$

$n=100$

$n=200$

${\beta }_0=1$

OLS

0.9921 (0.1448)

1.0105 (0.0856)

0.9985 (0.0624)

M

0.9911 (0.0687)

1.0018 (0.0383)

0.9959 (0.0301)

QR

0.9920 (0.0774)

0.9996 (0.0429)

0.9970 (0.0343)

ESL

1.0001 (0.0591)

1.0018 (0.0371)

0.9992 (0.0275)

${\beta }_1=2$

OLS

1.9993 (0.1210)

2.0014 (0.0907)

2.0010 (0.0635)

M

1.9972 (0.0541)

1.9964 (0.0423)

1.9984 (0.0304)

QR

1.9967 (0.0613)

1.9972 (0.0477)

1.9998 (0.0339)

ESL

1.9990 (0.0527)

2.0000 (0.0372)

2.0011 (0.0274)

${\gamma }_0=0.5$

OLS

0.3452 (0.1183)

0.3641 (0.0792)

0.3494 (0.0570)

M

0.4481 (0.1374)

0.4661 (0.0992)

0.4468 (0.0721)

QR

0.4736 (0.1230)

0.4819 (0.0833)

0.4642 (0.0597)

ESL

0.5095 (0.0815)

0.4997 (0.0309)

0.5008 (0.0209)

${\gamma }_1=0.2$

OLS

0.0138 (0.4240)

−0.0171 (0.2704)

0.0122 (0.1909)

M

−0.0174 (0.4892)

0.0004 (0.3634)

0.0664 (0.2663)

QR

−0.0161 (0.4618)

0.0302 (0.3149)

0.0936 (0.2250)

ESL

0.1324 (0.3339)

0.1962 (0.1071)

0.1964 (0.0648)