Table 3

Threshold autoregression (Post-COVID technology adoption)

CountriesThreshold variable (technology)Wald-test
Low (0)High (1)
USA−0.021−0.117*** 
(−0.702)(−4.769)(2.554) **
Germany−0.001−0.009 
(−0.021)(−0.312)(0.216)
Japan−0.053**0.029 
(−2.219)(0.876)(−1.995) **
Brazil−0.004−0.158*** 
(−0.171)(6.649)(4.032) ***
Saudi Arabia0.152***0.093** 
(6.649)(2.801)(1.478)
China0.048**0.015 
(2.219)(0.371)(0.709)
Bahrain0.069**0.107*** 
(2.697)(3.788)(−0.992)
Pakistan0.167***0.093** 
(6.836)(3.114)(1.931) *
Jamaica−0.044*0.033 
(−1.926)(0.961)(−1.864) *
Palestine0.188***0.123*** 
(7.932)(3.829)(1.630)

Note(s): * = Value significant at (p < 0.1)

** = Value significant at (p < 0.05)

*** = Value Significant at (p < 0.01)

Parenthesis ( ) = t-statistics

Threshold values = Threshold regression coefficient of Return (t−1)

Source(s): Table by authors

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