Lobato, Ignacio N.Velasco, Carlos2009-06-152009-06-152004-08https://hdl.handle.net/10016/4417This article considers testing that a time series is uncorrelated when it possibly exhibits some form of dependence. Contrary to the currently employed tests that require selecting arbitrary user-chosen numbers to compute the associated tests statistics, we consider a test statistic that is very simple to use because it does not require any user chosen number and because its asymptotic null distribution is standard under general weak dependent conditions, and hence, asymptotic critical values are readily available. We consider the case of testing that the raw data is white noise, and also consider the case of applying the test to the residuals of an ARMA model. Finally, we also study finite sample performance.application/pdfengGaussianityNonparametricAutocorrelationPeriodogramBootstrapNonlinear dependenceworking paperEconomíaopen access