statistics, the Johansen test, named after Søren Johansen, is a procedure for testing cointegration of several, say k, I(1) time series. This test permits more...

The Johansen test is a test for cointegration that allows for more than one cointegrating relationship, unlike the Engle–Granger method, but this test is...

statistical test. Other extensions exist.[which?] Akaike information criterion Bayes factor Johansen test Model selection Vuong's closeness test Sup-LR test Error...

involving potentially non-stationary variables Step 2: Test for cointegration using Johansen test Step 3: Form and analyse the VECM. The idea of cointegration...

James–Stein estimator Jarque–Bera test Jeffreys prior Jensen's inequality Jensen–Shannon divergence JMulTi – software Johansen test Johnson SU distribution Joint...

the past during the holding period of the stock. Convergence trade Johansen test Kanamura, Takashi; Rachev, Svetlozar; Fabozzi, FranK (5 July 2008)....

A chi-squared test (also chi-square or χ2 test) is a statistical hypothesis test used in the analysis of contingency tables when the sample sizes are large...

Student's t-test is a statistical test used to test whether the difference between the response of two groups is statistically significant or not. It...

In statistics, the Kolmogorov–Smirnov test (K–S test or KS test) is a nonparametric test of the equality of continuous (or discontinuous, see Section 2...

{\displaystyle U} test (also called the Mann–Whitney–Wilcoxon (MWW/MWU), Wilcoxon rank-sum test, or Wilcoxon–Mann–Whitney test) is a nonparametric test of the null...