TABLE E3.
Monte Carlo standard errors corresponding to estimates in Table E1
(a) Instantaneous | (b) Lagged | (c) Curved | (d) Partially convex | ||||||
---|---|---|---|---|---|---|---|---|---|
TATE | LTE | TATE | LTE | TATE | LTE | TATE | LTE | ||
Bias (%) | IT | 0.37 | 0.37 | 0.59 | 0.39 | 0.45 | 0.38 | 0.58 | 0.38 |
ETI | 0.56 | 1.12 | 0.85 | 1.14 | 0.67 | 1.10 | 0.86 | 1.13 | |
NCS-4 | 0.56 | 1.10 | 0.84 | 1.08 | 0.69 | 1.13 | 0.85 | 1.08 | |
MEC | 0.43 | 0.53 | 0.52 | 0.52 | 0.59 | 0.64 | 0.79 | 0.82 | |
Coverage (%) | IT | 0.71 | 0.71 | 0.00 | 0.00 | 1.41 | 0.47 | 0.00 | 0.00 |
ETI | 0.75 | 0.68 | 0.70 | 0.71 | 0.69 | 0.70 | 0.64 | 0.71 | |
NCS-4 | 0.72 | 0.76 | 0.77 | 0.81 | 0.75 | 0.76 | 0.71 | 0.77 | |
MEC | 0.83 | 0.78 | 0.90 | 0.78 | 0.79 | 0.67 | 0.76 | 0.89 | |
MSE | IT | 0.0001 | 0.0001 | 0.0004 | 0.0015 | 0.0006 | 0.0009 | 0.0012 | 0.0019 |
ETI | 0.0004 | 0.0014 | 0.0004 | 0.0015 | 0.0004 | 0.0013 | 0.0004 | 0.0014 | |
NCS-4 | 0.0004 | 0.0014 | 0.0004 | 0.0015 | 0.0003 | 0.0005 | 0.0004 | 0.0014 | |
MEC | 0.0003 | 0.0007 | 0.0003 | 0.0007 | 0.0003 | 0.0005 | 0.0003 | 0.0008 |