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Table 1 The simulation results for sequence I

From: Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model

\((\theta _{1}, \theta _{2}, \alpha _{0}, \alpha _{1}, \alpha _{2})\) n = 100 n = 300 n = 500
(0.1,0.1,1,0.1,0.1) (0.9520,0.3140) (0.9410,0.4710) (0.9330,0.6950)
(0.1,0.1,3,0.3,0.3) (0.9570,0.3170) (0.9440,0.4890) (0.9360,0.6870)
(0.1,0.1,5,0.5,0.5) (0.9520,0.3170) (0.9450,0.4890) (0.9330,0.6880)
(0.1,0.1,7,0.7,0.7) (0.9530,0.3000) (0.9350,0.4850) (0.9260,0.7110)
(−0.1,−0.1,1,0.1,0.1) (0.9630,0.3210) (0.9330,0.4870) (0.9350,0.7020)
(−0.1,−0.1,3,0.3,0.3) (0.9360,0.3110) (0.9510,0.5020) (0.9290,0.6860)
(−0.1,−0.1,5,0.5,0.5) (0.9420,0.3330) (0.9370,0.5100) (0.9510,0.7310)
(−0.1,−0.1,7,0.7,0.7) (0.9420,0.3200) (0.9480,0.5250) (0.9220,0.6890)
(0.2,0.2,1,0.1,0.1) (0.9580,0.3290) (0.9430,0.5140) (0.9330,0.7120)
(0.2,0.2,3,0.3,0.3) (0.9480,0.3490) (0.9310,0.4920) (0.9380,0.7110)
(0.2,0.2,5,0.5,0.5) (0.9540,0.3540) (0.9420,0.4890) (0.9290,0.6900)
(−0.2,−0.2,1,0.1,0.1) (0.9530,0.3290) (0.9570,0.5080) (0.9220,0.6860)
(−0.2,−0.2,3,0.3,0.3) (0.9590,0.3640) (0.9440,0.5210) (0.9350,0.7020)
(−0.2,−0.2,5,0.5,0.5) (0.9550,0.3400) (0.9350,0.5000) (0.9280,0.7130)
(0.3,0.3,1,0.1,0.1) (0.9400,0.3420) (0.9440,0.5250) (0.9290,0.6910)
(0.3,0.3,3,0.3,0.3) (0.9530,0.3470) (0.9310,0.5170) (0.9390,0.7440)
(−0.3,−0.3,1,0.1,0.1) (0.9410,0.3610) (0.9380,0.5090) (0.9360,0.7050)
(−0.3,−0.3,3,0.3,0.3) (0.9460,0.3840) (0.9330,0.5300) (0.9320,0.7010)
(0.4,0.4,1,0.1,0.1) (0.9740,0.3100) (0.9530,0.4120) (0.9430,0.7210)
(0.4,0.4,1,0.3,0.3) (0.9580,0.3700) (0.9440,0.5260) (0.9370,0.7090)
(−0.4,−0.4,1,0.1,0.1) (0.9540,0.3850) (0.9290,0.7360) (0.9120,0.6950)
(−0.4,−0.4,1,0.3,0.3) (0.9530,0.3870) (0.9320,0.7260) (0.9310,0.7170)
(0.5,0.5,1,0.1,0.1) (0.9580,0.4140) (0.9380,0.7350) (0.9330,0.7270)
(−0.5,−0.5,1,0.1,0.1) (0.9510,0.3950) (0.9420,0.7280) (0.9290,0.7350)
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