Generalizing for an arbitrary number of columns using the built-in rename function from DataFrames.jl:
julia> rename!(data_test, ["X$i" => tech for (i, tech) in enumerate(technology)])
2×3 DataFrame
Row │ Time oil gas
│ Int64 Int64 Int64
─────┼─────────────────────
1 │ 1 0 10
2 │ 2 1 5