Details about Howell Tong

Access statistics for papers by Howell Tong.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pto294

Working Papers

2015

1. Frontiers in Time Series and Financial Econometrics
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
2. Frontiers in Time Series and Financial Econometrics: An Overview
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
   See also Journal Article Frontiers in Time Series and Financial Econometrics: An overview, Journal of Econometrics, Elsevier (2015) View citations (1) (2015)

2006

3. Semiparametric penalty function method in partially linear model selection
   MPRA Paper, University Library of Munich, Germany View citations (1)

2004

4. Nonparametric and semiparametric regression model selection
   MPRA Paper, University Library of Munich, Germany View citations (2)
5. Statistical tests for Lyapunov exponents of deterministic systems
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
   See also Journal Article Statistical Tests for Lyapunov Exponents of Deterministic Systems, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2004) View citations (3) (2004)

2003

6. Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (6)
   See also Journal Article Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction, Biometrics, The International Biometric Society (2003) View citations (4) (2003)

2002

7. Nonlinear time series modelling of highly fluctuating biological population over space - main results
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library

2001

8. Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library

2000

9. Common structure in panels of short time series
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
10. Nonparametric estimation of ratios of noise to signal in stochastic regression
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (6)

1998

11. A bootstrap detection for operational determinism
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (7)
12. Cross-validatory bandwidth selection for regression estimation based on dependent data
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (7)

1996

13. Asymmetric least squares regression estimation: a nonparametric approach
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (58)
14. Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (86)

1995

15. On initial-condition sensitivity and prediction in nonlinear stochastic systems
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)

1994

16. On prediction and chaos in stochastic systems
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
17. On subset selection in non-parametric stochastic regression
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (16)
18. Quantifying the influence of initial values on nonlinear prediction
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (9)

Journal Articles

2015

1. Frontiers in Time Series and Financial Econometrics: An overview
   Journal of Econometrics, 2015, 189, (2), 245-250 View citations (1)
   See also Working Paper Frontiers in Time Series and Financial Econometrics: An Overview, Tinbergen Institute Discussion Papers (2015) View citations (1) (2015)
2. Threshold models in time series analysis—Some reflections
   Journal of Econometrics, 2015, 189, (2), 485-491 View citations (14)

2012

3. Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas
   Statistical Methods & Applications, 2012, 21, (3), 335-339

2008

4. Estimation and tests for power-transformed and threshold GARCH models
   Journal of Econometrics, 2008, 142, (1), 352-378 View citations (32)

2006

5. A note on time-reversibility of multivariate linear processes
   Biometrika, 2006, 93, (1), 221-227 View citations (21)
6. On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005
   Annals of Actuarial Science, 2006, 1, (1), 103-128

2004

7. On Bayesian Value at Risk: From Linear to Non-Linear Portfolios
   Asia-Pacific Financial Markets, 2004, 11, (2), 161-184 View citations (4)
8. Semiparametric non‐linear time series model selection
   Journal of the Royal Statistical Society Series B, 2004, 66, (2), 321-336 View citations (9)
9. Statistical Tests for Lyapunov Exponents of Deterministic Systems
   Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 19 View citations (3)
   See also Working Paper Statistical tests for Lyapunov exponents of deterministic systems, LSE Research Online Documents on Economics (2004) View citations (3) (2004)
10. Testing for Common Structures in a Panel of Threshold Models
    Biometrics, 2004, 60, (1), 225-232 View citations (2)

2003

11. Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction
    Biometrics, 2003, 59, (4), 813-821 View citations (4)
    See also Working Paper Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction, LSE Research Online Documents on Economics (2003) View citations (6) (2003)

2002

12. An adaptive estimation of dimension reduction space
    Journal of the Royal Statistical Society Series B, 2002, 64, (3), 363-410 View citations (219)
13. Model Specification Tests in Nonparametric Stochastic Regression Models
    Journal of Multivariate Analysis, 2002, 83, (2), 324-359 View citations (20)

2000

14. On the estimation of an instantaneous transformation for time series
    Journal of the Royal Statistical Society Series B, 2000, 62, (2), 383-397

1993

15. On residual sums of squares in non-parametric autoregression
    Stochastic Processes and their Applications, 1993, 48, (1), 157-174

Books

2008

1. Asset Pricing:A Structural Theory and Its Applications
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.