Consistent Testing for Serial Correlation of Unknown Form Author(s): Yongmiao Hong Source: Econometrica, Vol. 64, No. 4 (Jul., 1996), pp. 837-864 Published by: The Econometric Society Stable URL: http://www.jstor.org/stable/2171847 . Accessed: 22/11/2013 14:17 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. . The Econometric Society is collaborating with JSTOR to digitize, preserve and extend access to Econometrica. http://www.jstor.org This content downloaded from 128.84.125.184 on Fri, 22 Nov 2013 14:17:37 PM All use subject to JSTOR Terms and Conditions