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Results of threshold effect bootstrap sampling test.
| Independent Variable | Threshold Variable | Threshold | RSS | MSE | F-stat | Prob |
|---|---|---|---|---|---|---|
| ESG | ESG | Single | 3259.569 | 0.962 | 30.270*** | 0.000 |
| Double | 3256.140 | 0.961 | 3.570 | 0.543 | ||
| ESG | Attention | Single | 3210.599 | 0.948 | 82.410*** | 0.000 |
| Double | 3162.905 | 0.937 | 51.090*** | 0.000 | ||
| Triple | 3141.546 | 0.927 | 23.030 | 0.507 |
Notes: ***, **and* represent significance at 1 %,5 % and 10 % levels, respectively.
