The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 35, No. 1 (Mar., 2007), pp. 169-188 (20 pages) A consistent approach to the problem of testing non-correlation between two ...

This paper considers testing the null hypothesis that a times series is uncorrelated when the times series is uncorrelated but statistically dependent. This case is of interest in economic and finance ...