{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,3]],"date-time":"2026-10-03T16:40:32Z","timestamp":1791045632013,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2002,5,15]],"date-time":"2002-05-15T00:00:00Z","timestamp":1021420800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,6]]},"abstract":"<jats:p>The problem addressed in this paper is to test the null hypothesis \nthat a time series process is uncorrelated up to lag <jats:italic>K<\/jats:italic> \nin the presence of statistical dependence. We propose an extension \nof the Box\u2013Pierce <jats:italic>Q<\/jats:italic>-test that is asymptotically \ndistributed as chi-square when the null is true for a very general \nclass of dependent processes that includes non-martingale \ndifference sequences. The test is based on a consistent estimator \nof the asymptotic covariance matrix of the sample autocorrelations \nunder the null. The finite sample performance of this extension \nis investigated in a Monte Carlo study.<\/jats:p>","DOI":"10.1017\/s0266466602183083","type":"journal-article","created":{"date-parts":[[2002,12,11]],"date-time":"2002-12-11T22:13:26Z","timestamp":1039644806000},"page":"730-743","source":"Crossref","is-referenced-by-count":73,"title":["TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL \nDEPENDENCE"],"prefix":"10.1017","volume":"18","author":[{"given":"I.N.","family":"Lobato","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"John C.","family":"Nankervis","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"N.E.","family":"Savin","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,5,15]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602183083","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,4]],"date-time":"2019-04-04T19:50:59Z","timestamp":1554407459000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602183083\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,5,15]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2002,6]]}},"alternative-id":["S0266466602183083"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602183083","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,5,15]]}}}