|
| The threshold parameter (share 1) | |||
F value | P value | Critical value | |||
|
| 1% | 5% | 10% | |
Single threshold test | 20.199*** | 0.000 | 6.580 | 4.144 | 2.784 |
Double threshold test | 53.292*** | 0.000 | −15.073 | −19.502 | −26.431 |