Table C7. The size-adjusted power performance of the unit root tests when T = 1000 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	0.830	0.979	0.981	0.826	0.978	0.979	0.842	0.978	0.978	0.833	0.982	0.983
	0	0	0.80	0.978	0.993	0.985	0.978	0.994	0.987	0.998	1.000	0.999	0.980	0.995	0.988
	0	3	0.98	0.824	0.978	0.979	0.839	0.980	0.980	0.840	0.973	0.974	0.826	0.979	0.980
	0	3	0.80	0.976	0.994	0.984	0.978	0.993	0.985	0.998	1.000	0.999	0.976	0.994	0.985
	0	5	0.98	0.823	0.977	0.979	0.825	0.980	0.981	0.842	0.975	0.975	0.834	0.981	0.982
	0	5	0.80	0.976	0.994	0.986	0.977	0.993	0.984	0.998	1.000	0.999	0.976	0.994	0.986
	3	0	0.98	0.828	0.981	0.982	0.825	0.978	0.979	0.833	0.975	0.975	0.823	0.980	0.981
	3	0	0.80	0.976	0.994	0.986	0.978	0.993	0.986	0.997	1.000	0.998	0.978	0.994	0.986
	3	3	0.98	0.831	0.978	0.980	0.823	0.978	0.979	0.839	0.973	0.975	0.830	0.983	0.983
	3	3	0.80	0.977	0.993	0.986	0.980	0.995	0.987	0.998	1.000	0.999	0.979	0.995	0.988
	3	5	0.98	0.839	0.982	0.983	0.827	0.982	0.983	0.835	0.973	0.975	0.823	0.976	0.977
	3	5	0.80	0.978	0.994	0.987	0.977	0.995	0.986	0.998	1.000	0.999	0.976	0.995	0.985
	5	0	0.98	0.831	0.977	0.978	0.834	0.979	0.980	0.838	0.973	0.974	0.835	0.978	0.978
	5	0	0.80	0.976	0.994	0.985	0.980	0.995	0.987	0.998	1.000	0.998	0.977	0.994	0.986
	5	3	0.98	0.819	0.975	0.976	0.821	0.978	0.980	0.843	0.976	0.976	0.830	0.979	0.981
	5	3	0.80	0.976	0.994	0.985	0.975	0.992	0.985	0.998	1.000	0.999	0.977	0.993	0.985
	5	5	0.98	0.826	0.981	0.982	0.820	0.978	0.979	0.842	0.974	0.974	0.823	0.978	0.978
	5	5	0.80	0.976	0.993	0.984	0.977	0.994	0.986	0.998	1.000	0.999	0.977	0.993	0.985
[1,2,3]	0	0	0.98	0.387	0.445	0.446	0.376	0.429	0.433	0.384	0.419	0.410	0.387	0.435	0.440
	0	0	0.80	0.999	0.957	0.971	1.000	0.954	0.970	1.000	0.988	0.992	1.000	0.956	0.972
	0	3	0.98	0.392	0.441	0.448	0.378	0.426	0.429	0.386	0.422	0.416	0.388	0.430	0.435
	0	3	0.80	1.000	0.960	0.973	0.999	0.952	0.968	1.000	0.989	0.992	0.999	0.954	0.968
	0	5	0.98	0.399	0.442	0.448	0.391	0.430	0.436	0.378	0.394	0.390	0.381	0.436	0.440
	0	5	0.80	1.000	0.959	0.972	1.000	0.956	0.970	1.000	0.987	0.992	1.000	0.954	0.970
	3	0	0.98	0.386	0.433	0.436	0.395	0.452	0.457	0.389	0.409	0.407	0.396	0.447	0.452
	3	0	0.80	0.999	0.956	0.971	1.000	0.956	0.970	1.000	0.987	0.991	1.000	0.954	0.969
	3	3	0.98	0.387	0.439	0.451	0.384	0.444	0.446	0.402	0.437	0.436	0.386	0.441	0.447
	3	3	0.80	1.000	0.955	0.970	0.999	0.955	0.969	1.000	0.989	0.992	0.999	0.952	0.968
	3	5	0.98	0.388	0.436	0.442	0.393	0.452	0.458	0.393	0.423	0.410	0.388	0.441	0.446
	3	5	0.80	1.000	0.954	0.969	1.000	0.960	0.973	1.000	0.989	0.992	1.000	0.954	0.970
	5	0	0.98	0.384	0.434	0.441	0.379	0.428	0.436	0.382	0.410	0.403	0.385	0.444	0.448
	5	0	0.80	1.000	0.954	0.971	1.000	0.953	0.970	1.000	0.988	0.993	0.999	0.955	0.970
	5	3	0.98	0.393	0.430	0.441	0.382	0.421	0.428	0.391	0.431	0.419	0.384	0.444	0.453
	5	3	0.80	1.000	0.951	0.969	0.999	0.951	0.969	1.000	0.988	0.992	0.999	0.955	0.970
	5	5	0.98	0.411	0.443	0.447	0.393	0.437	0.444	0.394	0.416	0.416	0.396	0.446	0.451
	5	5	0.80	1.000	0.955	0.971	1.000	0.956	0.971	1.000	0.987	0.992	1.000	0.956	0.970