Regression of the dynamic threshold model
| Variables | DVA | Global value chains | ||
|---|---|---|---|---|
| Dependent variable: informal employment | Coef. | z | Coef. | z |
| Lag_y | 0.022 | 0.06 | −0.38*** | −0.62 |
| (0.950) | (0.000) | |||
| d.Lag_y | 0.01 | 0.03 | −0.81*** | −3.36 |
| (0.978) | (0.001) | |||
| Indirect value added | – | – | 936.78 | 6.95 |
| (0.146) | ||||
| d.Indirect value added | – | – | −1189.008*** | −1.77 |
| (0.077) | ||||
| Global value chain participation indicator | 0.0007 | 1.63 | – | – |
| (0.104) | ||||
| d.Global value chain participation indicator | −0.0007 | −1.59 | – | – |
| (0.111) | ||||
| Foreign value added | 0.001*** | 4.31 | −4390.23*** | −4.37 |
| (0.000) | (0.000) | |||
| d.Foreign value added | −0.001*** | −4.37 | 5326.23*** | 5.29 |
| (0.000) | (0.000) | |||
| Domestic value added | −0.002*** | −7.14 | 164.55 | 0.72 |
| (0.000) | (0.470) | |||
| d.Domestic value added | 0.002*** | 7.11 | −305.77 | −1.23 |
| (0.000) | (0.220) | |||
| GDP | 2.87 | 1.79 | 1.51*** | 2.86 |
| (0.074) | (0.004) | |||
| d.GDP | −1.30 | −1.14 | −0.98 | 0.98 |
| (0.438) | (0.254) | |||
| Unemployment | −10.35*** | −8.38 | 1.77*** | 2.85 |
| (0.000) | (0.004) | |||
| d.Unemployment | 10.99*** | 8.70 | −5.56*** | −9.60 |
| (0.000) | (0.000) | |||
| Inflation | −0.063 | −0.14 | 0.837** | 2.72 |
| (0.887) | (0.007) | |||
| d.Inflation | 0.063 | 0.14 | −0.018 | −0.15 |
| (0.888) | (0.877) | |||
| Life expectancy at birth | 1.42* | 1.79 | −0.66** | 2.80 |
| (0.074) | (0.042) | |||
| d.Life expectancy at birth | −2.91*** | −4.41 | 0.84 | 1.40 |
| (0.000) | (0.162) | |||
| Cons | −9.85 | −0.23 | 180.18*** | 4.37 |
| (0.817) | (0.000) | |||
| Threshold | 0.031 | 1.30 | 0.040*** | 3.22 |
| (0.194) | (0.001) | |||
| Variables | DVA | Global value chains | ||
|---|---|---|---|---|
| Dependent variable: informal employment | Coef. | Coef. | ||
| Lag_y | 0.022 | 0.06 | −0.62 | |
| (0.950) | ||||
| d.Lag_y | 0.01 | 0.03 | −3.36 | |
| (0.978) | ||||
| Indirect value added | – | – | 936.78 | 6.95 |
| (0.146) | ||||
| d.Indirect value added | – | – | −1.77 | |
| Global value chain participation indicator | 0.0007 | 1.63 | – | – |
| (0.104) | ||||
| d.Global value chain participation indicator | −0.0007 | −1.59 | – | – |
| (0.111) | ||||
| Foreign value added | 4.31 | −4.37 | ||
| d.Foreign value added | −4.37 | 5.29 | ||
| Domestic value added | −7.14 | 164.55 | 0.72 | |
| (0.470) | ||||
| d.Domestic value added | 7.11 | −305.77 | −1.23 | |
| (0.220) | ||||
| GDP | 2.87 | 1.79 | 2.86 | |
| (0.074) | ||||
| d.GDP | −1.30 | −1.14 | −0.98 | 0.98 |
| (0.438) | (0.254) | |||
| Unemployment | −8.38 | 2.85 | ||
| d.Unemployment | 8.70 | −9.60 | ||
| Inflation | −0.063 | −0.14 | 2.72 | |
| (0.887) | ||||
| d.Inflation | 0.063 | 0.14 | −0.018 | −0.15 |
| (0.888) | (0.877) | |||
| Life expectancy at birth | 1.79 | 2.80 | ||
| d.Life expectancy at birth | −4.41 | 1.40 | ||
| Cons | −9.85 | −0.23 | 4.37 | |
| (0.817) | ||||
| Threshold | 0.031 | 1.30 | 3.22 | |
| (0.194) | ||||
Note(s): * <0.1; ** <0.05; *** <0.01
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