Table C8. The size-adjusted power performance of the unit root tests when j = 1 and with fractional κ values.

					Model 1			Model 2			Model 3			Model 4
T	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	$AD{F}_t$	$M{Z}_t$
50	1.3	0	0	0.98	0.075	0.076	0.074	0.075	0.079	0.077	0.071	0.072	0.070	0.073	0.075	0.073
		0	0	0.80	0.392	0.369	0.362	0.383	0.370	0.361	0.392	0.297	0.158	0.391	0.370	0.363
		0	3	0.98	0.079	0.074	0.073	0.074	0.073	0.072	0.075	0.074	0.070	0.075	0.076	0.076
		0	3	0.80	0.390	0.361	0.352	0.395	0.372	0.366	0.396	0.293	0.158	0.394	0.373	0.369
		3	0	0.98	0.079	0.076	0.073	0.077	0.077	0.076	0.075	0.071	0.064	0.070	0.074	0.071
		3	0	0.80	0.391	0.365	0.355	0.384	0.362	0.357	0.399	0.286	0.144	0.389	0.367	0.358
		3	3	0.98	0.072	0.075	0.072	0.070	0.072	0.069	0.071	0.070	0.068	0.074	0.077	0.074
		3	3	0.80	0.383	0.366	0.357	0.385	0.358	0.346	0.395	0.284	0.151	0.394	0.385	0.378
	1.7	0	0	0.98	0.067	0.072	0.072	0.064	0.068	0.067	0.073	0.072	0.063	0.067	0.074	0.073
		0	0	0.80	0.400	0.379	0.368	0.397	0.375	0.362	0.395	0.325	0.220	0.387	0.389	0.376
		0	3	0.98	0.070	0.073	0.071	0.066	0.068	0.066	0.068	0.068	0.061	0.068	0.074	0.072
		0	3	0.80	0.392	0.375	0.368	0.380	0.370	0.358	0.391	0.318	0.213	0.406	0.399	0.390
		3	0	0.98	0.070	0.075	0.073	0.071	0.076	0.076	0.073	0.070	0.066	0.071	0.073	0.070
		3	0	0.80	0.389	0.382	0.368	0.400	0.385	0.376	0.395	0.322	0.224	0.394	0.381	0.370
		3	3	0.98	0.067	0.070	0.069	0.071	0.078	0.075	0.068	0.069	0.066	0.072	0.073	0.070
		3	3	0.80	0.392	0.381	0.371	0.411	0.389	0.377	0.396	0.329	0.224	0.398	0.374	0.364
1000	1.3	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
		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
	1.7	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
		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