Table 3.
Threshold effect test results of loan size and carbon emissions.
| Threshold Variable | Model | F-Value | p-Value | Bootstrap Times | Critical Value | ||
|---|---|---|---|---|---|---|---|
| 1% | 5% | 10% | |||||
| rd | Single-Threshold Model | 26.438 *** | 0.007 | 300 | 24.607 | 14.333 | 8.172 |
| Double-Threshold Model | 9.505 | 0.827 | 300 | 36.923 | 29.434 | 24.820 | |
| Three-Threshold Model | 7.053 | 0.155 | 200 | 13.702 | 10.252 | 8.344 | |
| ci | Single-Threshold Model | 17.756 *** | 0.000 | 300 | 7.727 | 4.489 | 3.112 |
| Double-Threshold Model | 3.578 * | 0.0620 | 300 | 7.241 | 3.832 | 2.742 | |
| Three-Threshold Model | 3.243 * | 0.057 | 200 | 7.911 | 3.513 | 1.820 | |
| cp | Single-Threshold Model | 152.977 *** | 0.000 | 300 | 101.800 | 62.894 | 30.346 |
| Double-Threshold Model | 7.542 | 0.177 | 300 | 21.450 | 13.981 | 9.848 | |
| Three-Threshold Model | 2.679 | 0.135 | 200 | 7.418 | 4.123 | 3.334 | |
| is | Single-Threshold Model | 39.214 *** | 0.010 | 300 | 37.249 | 23.083 | 16.860 |
| Double-Threshold Model | 12.691 ** | 0.043 | 300 | 17.744 | 12.564 | 9.653 | |
| Three-Threshold Model | 5.932 | 0.110 | 200 | 12.949 | 7.819 | 6.451 | |
Note: ***, **, * are significant at 1%, 5%, and 10% significance levels, respectively.