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log30fixedprec.out
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log30fixedprec.out
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Ox Console version 8.02 (Linux_64) (C) J.A. Doornik, 1994-2018
This version may be used for academic research and teaching only
------------------------------RESULTS----------------------------
Program:log30fixedprec.ox
OX version:802
Pseudorandom number generator:MWC_52
Seed: 2018
Sample size:30
Monte Carlo replications:10000
Monte Carlo replications with failures:0
Monte Carlo replications with w<=0:0
Optimization algorithm applied: MaxSQP
theta hat til
-1.5000 -1.4791 -1.4961
1.5000 1.5415 1.5445
4.0000 4.1070 4.1073
-4.0000 -4.1293 -4.1241
3.4012 3.8654 3.6308
0.0000 -0.1322 0.0000
0.0000 0.3910 0.0000
0.0000 -0.3411 0.0000
0.5000 0.5572 0.5515
-----------------------------------------------------------------
NULL REJECTION RATES
-----------------------------------------------------------------
1% 5% 10%
w 5.73 16.01 24.91
w* 0.95 4.93 9.57
w** 1.21 5.88 11.29
-----------------------------------------------------------------
------------------------------RESULTS----------------------------
Program:log30fixedprec.ox
OX version:802
Pseudorandom number generator:MWC_52
Seed: 2018
Sample size:50
Monte Carlo replications:10000
Monte Carlo replications with failures:0
Monte Carlo replications with w<=0:0
Optimization algorithm applied: MaxSQP
theta hat til
-1.5000 -1.5025 -1.5068
1.5000 1.5240 1.5262
4.0000 4.0721 4.0722
-4.0000 -4.0675 -4.0684
3.4012 3.6632 3.5323
0.0000 -0.0809 0.0000
0.0000 0.0545 0.0000
0.0000 -0.0902 0.0000
0.5000 0.5411 0.5367
-----------------------------------------------------------------
NULL REJECTION RATES
-----------------------------------------------------------------
1% 5% 10%
w 2.70 9.78 16.81
w* 1.01 5.06 10.21
w** 1.06 5.31 10.59
-----------------------------------------------------------------
------------------------------RESULTS----------------------------
Program:log30fixedprec.ox
OX version:802
Pseudorandom number generator:MWC_52
Seed: 2018
Sample size:70
Monte Carlo replications:10000
Monte Carlo replications with failures:0
Monte Carlo replications with w<=0:0
Optimization algorithm applied: MaxSQP
theta hat til
-1.5000 -1.4987 -1.5017
1.5000 1.5145 1.5222
4.0000 4.0403 4.0546
-4.0000 -4.0404 -4.0555
3.4012 3.5028 3.4958
0.0000 0.0494 0.0000
0.0000 0.1052 0.0000
0.0000 -0.0583 0.0000
0.5000 0.5242 0.5321
-----------------------------------------------------------------
NULL REJECTION RATES
-----------------------------------------------------------------
1% 5% 10%
w 1.99 8.32 15.10
w* 1.11 5.16 10.43
w** 1.14 5.22 10.62
-----------------------------------------------------------------
------------------------------RESULTS----------------------------
Program:log30fixedprec.ox
OX version:802
Pseudorandom number generator:MWC_52
Seed: 2018
Sample size:90
Monte Carlo replications:10000
Monte Carlo replications with failures:0
Monte Carlo replications with w<=0:0
Optimization algorithm applied: MaxSQP
theta hat til
-1.5000 -1.4997 -1.5012
1.5000 1.5056 1.5111
4.0000 4.0256 4.0413
-4.0000 -4.0238 -4.0390
3.4012 3.4859 3.4696
0.0000 0.0618 0.0000
0.0000 0.0487 0.0000
0.0000 -0.0593 0.0000
0.5000 0.5123 0.5211
-----------------------------------------------------------------
NULL REJECTION RATES
-----------------------------------------------------------------
1% 5% 10%
w 2.00 7.58 13.76
w* 1.27 5.12 10.55
w** 1.30 5.19 10.70
-----------------------------------------------------------------
Date:10-07-2020
Time:25:59.24
-----------------------------------------------------------------