Research Article
Effects of the Interest Rate and Reserve Requirement Ratio on Bank Risk in China: A Panel Smooth Transition Regression Approach
Table 5
Tests of no remaining nonlinearity (test for the number of regimes).
| ā | Test | Statistic | value |
| Model (1) | Lagrange multiplier-Wald | 0.017 | 0.992 | Model (2) | Lagrange multiplier-Wald | 0.047 | 0.977 |
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Note: : PSTR with one threshold; : PSTR with at least two thresholds.
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