Table C6. The size-adjusted power performance of the unit root tests when T = 500 and j = 1.

				Model 1			Model 2			Model 3			Model 4
κ	α	β	ρ	τ	$AD{F}_t$	$M{Z}_t$	τ	$AD{F}_t$	$M{Z}_t$	τ	$AD{F}_t$	$M{Z}_t$	τ	$AD{F}_t$	$M{Z}_t$
3	0	0	0.98	0.482	0.655	0.655	0.505	0.671	0.673	0.499	0.637	0.634	0.484	0.629	0.627
	0	0	0.80	0.963	0.968	0.949	0.964	0.969	0.951	0.994	0.995	0.989	0.964	0.965	0.944
	0	3	0.98	0.482	0.653	0.656	0.492	0.666	0.668	0.486	0.617	0.616	0.494	0.664	0.666
	0	3	0.80	0.962	0.966	0.948	0.964	0.970	0.952	0.993	0.994	0.987	0.962	0.968	0.948
	0	5	0.98	0.493	0.637	0.639	0.476	0.656	0.654	0.482	0.614	0.612	0.490	0.665	0.668
	0	5	0.80	0.965	0.966	0.948	0.961	0.966	0.948	0.994	0.994	0.988	0.963	0.968	0.950
	3	0	0.98	0.490	0.659	0.663	0.489	0.649	0.650	0.491	0.643	0.644	0.502	0.657	0.662
	3	0	0.80	0.963	0.965	0.947	0.964	0.968	0.948	0.993	0.995	0.988	0.963	0.967	0.949
	3	3	0.98	0.489	0.661	0.662	0.489	0.651	0.653	0.474	0.629	0.624	0.492	0.661	0.663
	3	3	0.80	0.963	0.968	0.949	0.964	0.967	0.947	0.993	0.993	0.986	0.965	0.969	0.952
	3	5	0.98	0.480	0.650	0.652	0.495	0.659	0.661	0.501	0.635	0.637	0.484	0.657	0.657
	3	5	0.80	0.963	0.967	0.950	0.964	0.968	0.947	0.993	0.994	0.987	0.963	0.967	0.949
	5	0	0.98	0.488	0.656	0.660	0.477	0.651	0.651	0.491	0.630	0.625	0.499	0.658	0.657
	5	0	0.80	0.961	0.965	0.945	0.963	0.967	0.949	0.993	0.995	0.987	0.963	0.968	0.949
	5	3	0.98	0.479	0.638	0.640	0.497	0.673	0.672	0.496	0.618	0.618	0.497	0.657	0.657
	5	3	0.80	0.961	0.965	0.946	0.962	0.970	0.951	0.994	0.993	0.986	0.965	0.969	0.949
	5	5	0.98	0.488	0.680	0.685	0.506	0.674	0.672	0.490	0.629	0.625	0.488	0.643	0.646
	5	5	0.80	0.964	0.970	0.953	0.965	0.969	0.949	0.993	0.994	0.987	0.964	0.967	0.950
[1,2,3]	0	0	0.98	0.221	0.240	0.242	0.229	0.260	0.263	0.223	0.238	0.235	0.224	0.239	0.243
	0	0	0.80	0.993	0.916	0.946	0.993	0.917	0.948	0.998	0.960	0.975	0.994	0.919	0.951
	0	3	0.98	0.209	0.241	0.243	0.228	0.245	0.246	0.227	0.249	0.237	0.227	0.233	0.229
	0	3	0.80	0.993	0.915	0.946	0.993	0.915	0.947	0.998	0.958	0.973	0.994	0.915	0.946
	0	5	0.98	0.233	0.248	0.252	0.229	0.242	0.246	0.224	0.245	0.240	0.230	0.241	0.242
	0	5	0.80	0.993	0.915	0.946	0.993	0.916	0.948	0.998	0.957	0.973	0.993	0.917	0.950
	3	0	0.98	0.231	0.246	0.251	0.224	0.237	0.238	0.228	0.241	0.235	0.215	0.234	0.236
	3	0	0.80	0.994	0.918	0.950	0.992	0.918	0.949	0.998	0.958	0.974	0.994	0.917	0.948
	3	3	0.98	0.220	0.231	0.227	0.222	0.239	0.240	0.220	0.240	0.241	0.213	0.234	0.234
	3	3	0.80	0.991	0.912	0.946	0.992	0.919	0.950	0.998	0.957	0.973	0.994	0.919	0.949
	3	5	0.98	0.223	0.254	0.250	0.221	0.241	0.245	0.223	0.237	0.234	0.233	0.264	0.266
	3	5	0.80	0.993	0.918	0.947	0.992	0.912	0.944	0.999	0.957	0.972	0.993	0.922	0.951
	5	0	0.98	0.225	0.253	0.254	0.223	0.241	0.241	0.225	0.232	0.229	0.219	0.229	0.229
	5	0	0.80	0.992	0.916	0.947	0.993	0.916	0.948	0.998	0.956	0.971	0.993	0.913	0.946
	5	3	0.98	0.217	0.240	0.240	0.219	0.247	0.252	0.222	0.243	0.241	0.225	0.241	0.240
	5	3	0.80	0.993	0.919	0.949	0.992	0.917	0.947	0.998	0.957	0.973	0.993	0.920	0.949
	5	5	0.98	0.220	0.236	0.235	0.228	0.245	0.249	0.226	0.244	0.240	0.230	0.246	0.249
	5	5	0.80	0.992	0.914	0.947	0.993	0.917	0.947	0.999	0.958	0.973	0.994	0.919	0.949