Table 6.

Empirical power of level 0.05 for hypothesis (4.6) using the Wild bootstrap procedure. Data were generated from (4.1) and (4.3) with β = (0.2, −1, 1)^T and ϱ ∈ {0, 0.5, 0.10, 0.15, 0.5, 0.7}.

ϱ	B	P	N
0	0.060	0.050	0.080
0.05	0.110	0.140	0.160
0.10	0.240	0.260	0.250
0.15	0.410	0.360	0.360
0.20	0.520	0.510	0.500
0.50	0.990	0.990	1.000
0.70	1.000	1.000	1.000