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N. H. Chan and L. T. Tran, “Nonparametric Tests for Serial Dependence,” Journal of Time Series Analysis, Vol. 13, No. 1, 1992, pp. 19-28.
http://dx.doi.org/10.1111/j.1467-9892.1992.tb00092.x

has been cited by the following article:

• TITLE: A Permutation Test for Unit Root in an Autoregressive Model

  AUTHORS: Jiexiang Li, Lanh Tran, Sa-aat Niwitpong

  KEYWORDS: Permutation Test; Autoregressive; Nonstationary

  JOURNAL NAME: Applied Mathematics, Vol.4 No.12, December 3, 2013

  ABSTRACT: A permutation test (based on a finite random sample of permutations) for unit root in an autoregressive process is considered. The test can easily be carried out in practice and the proposed permutation test is neither limited to large sample sizes nor normal white noises. Simulations show that the power of the permutation test is reasonable when sample sizes are small or when the white noises have a heavy tailed distribution. The test is shown to be consistent.