source("function-ELLDRQ.R")
m=10; nsim=20; alpha=0.05; rho=0.7; nboot=20

##SEL methods for Model 1
tau=0.7
n=50
hn = n^(-0.8)
CI.EL.M1.Q7.n50 = M1.sim.CI.EL(n, m, tau, nsim, hn, alpha)

tau=0.5
n=50
hn = n^(-0.8)
CI.EL.M1.Q5.n50 = M1.sim.CI.EL(n, m, tau, nsim, hn, alpha)
    
tau=0.7
n=30
hn = n^(-0.8)
CI.EL.M1.Q7.n30 = M1.sim.CI.EL(n, m, tau, nsim, hn, alpha)

tau=0.5
n=30
hn = n^(-0.8)
CI.EL.M1.Q5.n30 = M1.sim.CI.EL(n, m, tau, nsim, hn, alpha)


##SEL methods for Model 2
tau=0.7
n=50
hn = n^(-0.8)
CI.EL.M2.Q7.n50 = M2.sim.CI.EL(n, m, tau, nsim, hn, alpha)

tau=0.5
n=50
hn = n^(-0.8)
CI.EL.M2.Q5.n50 = M2.sim.CI.EL(n, m, tau, nsim, hn, alpha)
    
tau=0.7
n=30
hn = n^(-0.8)
CI.EL.M2.Q7.n30 = M2.sim.CI.EL(n, m, tau, nsim, hn, alpha)

tau=0.5
n=30
hn = n^(-0.8)
CI.EL.M2.Q5.n30 = M2.sim.CI.EL(n, m, tau, nsim, hn, alpha)


#### bootstrap for Model 1
tau=0.7
n=50
Boot.M1.Q7.n50 = M1.sim.Boot(n, m, tau, nsim, nboot, alpha)

tau=0.5
n=50
Boot.M1.Q5.n50 = M1.sim.Boot(n, m, tau, nsim, nboot, alpha)

    
tau=0.7
n=30
Boot.M1.Q7.n30 = M1.sim.Boot(n, m, tau, nsim, nboot, alpha)

tau=0.5
n=30
Boot.M1.Q5.n30 = M1.sim.Boot(n, m, tau, nsim, nboot, alpha)

#### bootstrap for Model 2
tau=0.7
n=50
Boot.M2.Q7.n50 = M2.sim.Boot(n, m, tau, nsim, nboot, alpha)

tau=0.5
n=50
Boot.M2.Q5.n50 = M2.sim.Boot(n, m, tau, nsim, nboot, alpha)

    
tau=0.7
n=30
Boot.M2.Q7.n30 = M2.sim.Boot(n, m, tau, nsim, nboot, alpha)

tau=0.5
n=30
Boot.M2.Q5.n30 = M2.sim.Boot(n, m, tau, nsim, nboot, alpha)


### Wald method
# Model1
tau=0.7
for(n in c(30,50))
{
    hn = n^(-0.5)
    Data = DGP1(n, m, tau, nsim)
    tmp = sim.Wald(Data, n, m, tau, nsim, hn, alpha)
    assign(paste("Wald.M1.Q7.n",n,".r0.5", sep=""), tmp)
}
tau=0.5
for(n in c(30,50))
{
    hn = n^(-0.5)
    Data = DGP1(n, m, tau, nsim)
    tmp = sim.Wald(Data, n, m, tau, nsim, hn, alpha)
    assign(paste("Wald.M1.Q5.n",n,".r0.5", sep=""), tmp)
}

# Model2
tau=0.7
for(n in c(30,50))
{
    hn = n^(-0.5)
    Data = DGP2(n, m, tau, nsim)
    tmp = sim.Wald(Data, n, m, tau, nsim, hn, alpha)
    assign(paste("Wald.M2.Q7.n",n,".r0.5", sep=""), tmp)
}
tau=0.5
for(n in c(30,50))
{
    hn = n^(-0.5)
    Data = DGP2(n, m, tau, nsim)
    tmp = sim.Wald(Data, n, m, tau, nsim, hn, alpha)
    assign(paste("Wald.M2.Q5.n",n,".r0.5", sep=""), tmp)
}