| β01 = 0.4 | β00=−0.9 | 真实相关阵 | 独立相关阵 | 自回归相关阵 | 真实相关阵 | 独立相关阵 | 自回归相关阵 | n=50 | 0.3681 | 0.3474 | 0.3613 | -0.9067 | -0.9014 | -0.9053 | | (0.3861) | (0.4132) | (0.3975) | (0.2713) | (0.2741) | (0.2748) | n=100 | 0.3990 | 0.3716 | 0.3747 | -0.9057 | -0.9040 | -0.9055 | | (0.2576) | (0.2800) | (0.2639) | (0.1830) | (0.1845) | (0.1833) | n=200 | 0.3862 | 0.3837 | 0.3856 | -0.9051 | -0.9047 | -0.9056 | | (0.1830) | (0.1971) | (0.1868) | (0.1249) | (0.1249) | (0.1244) | n=400 | 0.3926 | 0.3917 | 0.3920 | -0.8988 | -0.8987 | -0.8987 | | (0.1316) | (0.1411) | (0.1340) | (0.0898) | (0.0911) | (0.0903) |
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