Variables

coefficient

t value

Intercept

−2.237

2.02

UE

107.702

0.94

POST

−1.312*

−1.86

SFIRM

−4.143**

−2.23

UE*SFIRM

123.487**

2.42

UE*POST

16.104*

1.03

UE*SFIRM*POST

−134.853***

−2.46

SIZE

−0.431

−1.58

LEV

0.378

0.4

BETA

−2.416**

−2.24

GROWTH

−0.937

−1.47

AGE

−0.024

−0.46

EP

27.651***

3.68

SG

0.087

0.75

OCFTA

1.613

0.19

UE*SIZE

1.159

0.54

UE*LEV

35.134

0.14

UE*BETA

2.495

1.94

UE*GROWTH

13.457**

2.24

UE*AGE

−0.872

−1.47

UE*EP

91.867

1.05

UE*SG

−1.198

0.94

UE*OCFTA

−26.919

−0.88

n

952

F value

2.71***

Adj R²

0.0639

Joint Test: UE*POST + UE*SFIRM*POST (F value)

−121.558***

(5.26)