Table 3. Relative bias and MSE of the parameters estimates under skew Student-t distributed errors.

	n	100		200		500
Model		${\hat{\beta }}_1$	${\hat{\beta }}_2$	${\hat{\beta }}_1$	${\hat{\beta }}_2$	${\hat{\beta }}_1$	${\hat{\beta }}_2$
$\mathrm{SH}{\mathrm{S}}_1$	Bias	1.1092	1.1489	1.0177	1.0559	−2.4400	1.2461
	MSE	1.0263	1.0112	1.0160	1.0172	1.0454	1.0119
$\mathrm{SH}{\mathrm{S}}_2$	Bias	1.1678	1.1670	1.0147	0.9766	−1.7733	1.4539
	MSE	1.0680	1.0496	1.0515	1.0524	1.0722	1.0502
SSt	Bias	0.0027	−0.0048	−0.0033	−0.0014	0.0001	−0.0007
	MSE	0.0074	0.0084	0.0041	0.0039	0.0016	0.0016
SN	Bias	0.2147	0.9159	1.4184	1.4412	−24.2274	1.9104
	MSE	1.5658	1.5123	1.4132	1.4089	1.5629	1.4771

Note: For the SSt model, the pure bias and MSE of the estimates are reported.