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اندازه تجربی
The proposed tests have generally empirical sizes that are very close to the nominal five percent level.
Table 1 presents the empirical sizes of Zk (w) for T fixed and for T assumed asymptotic.
Empirical Size when the break point is known2 Model 0
Empirical size when the break point is unknown Model 0
Monte Carlo simulations show that our proposed tests have generally empirical sizes that are very close to the nominal one and their power increases significantly with N, T and A.The results also show that the assumption that T is fixed rather than asymptotic leads, generally, to tests that are considerably less size distorted.
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