### lable capacity.

2005

### Table 1 Asymptotic properties.

1998

"... In PAGE 15: ... Such a simple example su ces to demonstrate the poorness of the asymptotic approximation. The results are given in Table1 , and it is seen that even for very large sample sizes the approximation is not good. In fact a rectangular weight function on [?1; 1] gave somewhat better results, the empirical sizes for ^ L2(M1), ^ L2(M0 1) and ^ L2(M00 1 ) being 0.... In PAGE 15: ... As in Hjellvik and Tj stheim (1995), a better nite sample t can be obtained by using a gamma distribution (or 2 distribution), but the problem of a very poor approximation to the location and scale parameters persists (cf. Table1 ). Better approximation in a spesial case using a xed experimental design have been reported by Poggi and Portier (1995).... In PAGE 17: ...1) with a = 0:5. By comparison to Table1 it is seen that the results obtained represent a vast improvement over those which could be achieved using asymptotic theory, where the size would be drastically underestimated for ^ L2(M1) and overestimated for ^ L2(M0 1) and ^ L2(M00 1 ). It is seen that ^ L0(M1) collapses when h 1:0, the other statistics seem to be quite independent of h.... In PAGE 37: ... The bandwidth is cross-validated according to Table 3, and the upper limit of the estimated order of the autoregressive t is ^ p = n=10. Table captions Table1 : The ratio between the asymptotic values given by Theorem 3.2 and simulated values for the mean and standard deviation of ^ L2(M1), ^ L2(M0 1) and ^ L2(M00 1 ), and the empirical sizes for these statistics when they have been centered by the asymptotic mean and scaled by the asymptotic standard deviation of Theorem 3.... ..."

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### Table 3: Asymptotic Distribution of T

"... In PAGE 13: ... Moreover, the estimates of in the Student model are less than 4 for both the post-crash sample and the entire sample, the asymptotic distribution of T n is not applicable in either situation. Table3 reports the asymptotic distributions and Table 4 shows the associated p-values. It is also interesting to consider the nite sample performance of the test, such as nite sample distributions and size distortions.... In PAGE 13: ... The sizes are reported on Table 8 and plotted in Figure 1. A detailed examination of Table3 and Table 5 reveals that the asymptotic distri- bution of T n is very close to the nite sample distribution of T n across all three samples and all nite-variance distributions. Not surprisingly, therefore, we end up the same conclusions from Table 4 and Table 6.... ..."

### Table IV. Probit estimates of the critical gap distri- bution, all intersections and demographic groups

46