Howell Tong
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London School of Economics (LSE)
Research profile
author of:
- On Brownian Motion Approximation Of Compound Poisson Processes With Applications To Threshold Models (RePEc:aag:wpaper:v:23:y:2019:i:2:p:164-191)
by Dong Li & Shiqing Ling & Howell Tong & Guangren Yang - Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis (RePEc:arx:papers:2002.09968)
by Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong - Testing for threshold effects in the TARMA framework (RePEc:arx:papers:2103.13977)
by Greta Goracci & Simone Giannerini & Kung-Sik Chan & Howell Tong - On a new robust method of inference for general time series models (RePEc:arx:papers:2503.08655)
by Zihan Wang & Xinghao Qiao & Dong Li & Howell Tong - Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction (RePEc:bla:biomet:v:59:y:2003:i:4:p:813-821)
by Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth - Testing for Common Structures in a Panel of Threshold Models (RePEc:bla:biomet:v:60:y:2004:i:1:p:225-232)
by K. S. Chan & H. Tong & N. Chr. Stenseth - 1. Networks and Chaos—Statistical and Probabilistic Aspects (RePEc:bla:jorssa:v:158:y:1995:i:3:p:629-630)
by Howell Tong - 13. Chaotic Dynamics: Theory and Applications to Economics (RePEc:bla:jorssa:v:159:y:1996:i:2:p:352-353)
by H. Tong - Asymptotic theory of principal component analysis for time series data with cautionary comments (RePEc:bla:jorssa:v:185:y:2022:i:2:p:543-565)
by Xinyu Zhang & Howell Tong - On the statistical inference of a machine‐generated autoregressive AR(1) model (RePEc:bla:jorssb:v:60:y:1998:i:4:p:781-798)
by J.‐P Stockis & H. Tong - On the estimation of an instantaneous transformation for time series (RePEc:bla:jorssb:v:62:y:2000:i:2:p:383-397)
by Y. Xia & H. Tong & W. K. Li & L.‐X. Zhu - An adaptive estimation of dimension reduction space (RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410)
by Yingcun Xia & Howell Tong & W. K. Li & Li‐Xing Zhu - Semiparametric non‐linear time series model selection (RePEc:bla:jorssb:v:66:y:2004:i:2:p:321-336)
by Jiti Gao & Howell Tong - A Simulation Study of the Estimation of Evolutionary Spectral Functions (RePEc:bla:jorssc:v:24:y:1975:i:3:p:333-341)
by W.‐Y. T. Chan & H. Tong - Data Transformation and Self‐Exciting Threshold Autoregression (RePEc:bla:jorssc:v:30:y:1981:i:3:p:238-248)
by D. K. Ghaddar & H. Tong - On Tests for Self‐Exciting Threshold Autoregressive‐Type Non‐Linearity in Partially Observed Time Series (RePEc:bla:jorssc:v:40:y:1991:i:1:p:43-62)
by Howell Tong & Iris Yeung - A Note on Tests for Threshold‐Type Non‐Linearity in Open Loop Systems (RePEc:bla:jorssc:v:42:y:1993:i:1:p:95-104)
by A. Sorour & H. Tong - Numerical Evaluation Of Distributions In Non‐Linear Autoregression (RePEc:bla:jtsera:v:11:y:1990:i:1:p:33-48)
by R. Moeanaddin & Howell Tong - A Note On The Distributions Of Non‐Linear Autoregressive Stochastic Models (RePEc:bla:jtsera:v:2:y:1981:i:1:p:49-52)
by J. Pemberton & H. Tong - A Note On A Markov Bilinear Stochastic Process In Discrete Time (RePEc:bla:jtsera:v:2:y:1981:i:4:p:279-284)
by H. Tong - A Note On Using Threshold Autoregressive Models For Multi‐Step‐Ahead Prediction Of Cyclical Data (RePEc:bla:jtsera:v:3:y:1982:i:2:p:137-140)
by H. Tong - A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (RePEc:bla:jtsera:v:38:y:2017:i:2:p:243-265)
by Tata Subba Rao & Granville Tunnicliffe Wilson & Shiu Fung Wong & Howell Tong & Tak Kuen Siu & Zudi Lu - On The Distribution Of A Simple Stationary Bilinear Process (RePEc:bla:jtsera:v:4:y:1983:i:3:p:209-216)
by Wang Shou‐Ren & An Hong‐Zhi & H. Tong - A Statistical Approach To Difference‐Delay Equation Modelling In Ecology–Two Case Studies1 (RePEc:bla:jtsera:v:4:y:1983:i:4:p:239-267)
by K. S. Lim & H. Tong - On Estimating Thresholds In Autoregressive Models (RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190)
by K. S. Chan & H. Tong - A Note On Embedding A Discrete Parameter Arma Model In A Continuous Parameter Arma Model (RePEc:bla:jtsera:v:8:y:1987:i:3:p:277-281)
by K. S. Chan & H. Tong - On An Absolute Autoregressive Model And Skew Symmetric Distributions (RePEc:bot:rivsta:v:80:y:2020:i:2:p:177-198)
by Dong Li & Howell Tong - Statistical Tests for Lyapunov Exponents of Deterministic Systems (RePEc:bpj:sndecm:v:8:y:2004:i:2:n:10)
by Wolff Rodney & Yao Qiwei & Tong Howell - On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005 (RePEc:cup:anacsi:v:1:y:2006:i:01:p:103-128_00)
by Chan, W. S. & Ng, M. W. & Tong, H. - Estimation and tests for power-transformed and threshold GARCH models (RePEc:eee:econom:v:142:y:2008:i:1:p:352-378)
by Pan, Jiazhu & Wang, Hui & Tong, Howell - Frontiers in Time Series and Financial Econometrics: An overview (RePEc:eee:econom:v:189:y:2015:i:2:p:245-250)
by Ling, Shiqing & McAleer, Michael & Tong, Howell - Threshold models in time series analysis—Some reflections (RePEc:eee:econom:v:189:y:2015:i:2:p:485-491)
by Tong, Howell - Model Specification Tests in Nonparametric Stochastic Regression Models (RePEc:eee:jmvana:v:83:y:2002:i:2:p:324-359)
by Gao, Jiti & Tong, Howell & Wolff, Rodney - On residual sums of squares in non-parametric autoregression (RePEc:eee:spapps:v:48:y:1993:i:1:p:157-174)
by Cheng, B. & Tong, H. - Asymptotic theory of principal component analysis for time series data with cautionary comments (RePEc:ehl:lserod:113566)
by Zhang, Xinyu & Tong, Howell - On the least squares estimation of multiple-threshold-variable autoregressive models (RePEc:ehl:lserod:118377)
by Zhang, Xinyu & Li, Dong & Tong, Howell - Statistical tests for Lyapunov exponents of deterministic systems (RePEc:ehl:lserod:154)
by Wolff, Rodney C. & Yao, Qiwei & Tong, Howell - Asymmetric least squares regression estimation: a nonparametric approach (RePEc:ehl:lserod:19423)
by Yao, Qiwei & Tong, Howell - Quantifying the influence of initial values on nonlinear prediction (RePEc:ehl:lserod:19426)
by Yao, Qiwei & Tong, Howell - Nonlinear time series modelling of highly fluctuating biological population over space - main results (RePEc:ehl:lserod:24149)
by Tong, Howell & Stenseth, Nils Chr & Yao, Qiwei - Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction (RePEc:ehl:lserod:5832)
by Zhang, Wenyang & Yao, Qiwei & Tong, Howell & Stenseth, Nils Chr - Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters (RePEc:ehl:lserod:6103)
by Yao, Qiwei & Yang, Wengyan & Tong, Howell - Nonparametric estimation of ratios of noise to signal in stochastic regression (RePEc:ehl:lserod:6324)
by Tong, Howell & Yao, Qiwei - Common structure in panels of short time series (RePEc:ehl:lserod:6325)
by Yao, Qiwei & Tong, Howell & Finkenstädt, Bärbel & Stenseth, Nils Chr - Cross-validatory bandwidth selection for regression estimation based on dependent data (RePEc:ehl:lserod:6380)
by Tong, Howell & Yao, Qiwei - On initial-condition sensitivity and prediction in nonlinear stochastic systems (RePEc:ehl:lserod:6402)
by Yao, Qiwei & Tong, Howell - On subset selection in non-parametric stochastic regression (RePEc:ehl:lserod:6409)
by Yao, Qiwei & Tong, Howell - On prediction and chaos in stochastic systems (RePEc:ehl:lserod:6410)
by Tong, Howell & Yao, Qiwei - A bootstrap detection for operational determinism (RePEc:ehl:lserod:6697)
by Yao, Qiwei & Tong, Howell - Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems (RePEc:ehl:lserod:6704)
by Fan, Jianqing & Yao, Qiwei & Tong, Howell - Nested sub-sample search algorithm for estimation of threshold models (RePEc:ehl:lserod:68880)
by Li, Dong & Tong, Howell - A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach (RePEc:ehl:lserod:78515)
by Wong, Shiu Fung & Tong, Howell & Siu, Tak Kuen & Lu, Zudi - Frontiers in Time Series and Financial Econometrics (RePEc:ems:eureir:78069)
by Ling, S. & McAleer, M.J. & Tong, H. - On Bayesian Value at Risk: From Linear to Non-Linear Portfolios (RePEc:kap:apfinm:v:11:y:2004:i:2:p:161-184)
by Tak Siu & Howell Tong & Hailiang Yang - A note on time-reversibility of multivariate linear processes (RePEc:oup:biomet:v:93:y:2006:i:1:p:221-227)
by Kung-Sik Chan & Lop-Hing Ho & Howell Tong - Semiparametric penalty function method in partially linear model selection (RePEc:pra:mprapa:11975)
by Dong, Chaohua & Gao, Jiti & Tong, Howell - Nonparametric and semiparametric regression model selection (RePEc:pra:mprapa:11987)
by Gao, Jiti & Tong, Howell - Unknown item RePEc:qut:dpaper:167 (paper)
- Unknown item RePEc:qut:dpaper:208i (paper)
- Unknown item RePEc:qut:dpaper:208k (paper)
- Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas (RePEc:spr:stmapp:v:21:y:2012:i:3:p:335-339)
by Howell Tong - On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models (RePEc:taf:jnlbes:v:42:y:2024:i:1:p:215-228)
by Xinyu Zhang & Dong Li & Howell Tong - Bayesian Risk Measures for Derivatives via Random Esscher Transform (RePEc:taf:uaajxx:v:5:y:2001:i:3:p:78-91)
by Tak Kuen Siu & Howell Tong & Hailiang Yang - On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach (RePEc:taf:uaajxx:v:8:y:2004:i:3:p:17-31)
by Tak Kuen Siu & Howell Tong & Hailiang Yang - Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (RePEc:taf:uaajxx:v:8:y:2004:i:4:p:37-61)
by Wai-Sum Chan & Albert Wong & Howell Tong - Frontiers in Time Series and Financial Econometrics: An Overview (RePEc:tin:wpaper:20150026)
by Shiqing Ling & Michael McAleer & Howell Tong - Frontiers in Time Series and Financial Econometrics: An Overview (RePEc:ucm:doicae:1504)
by Shiqing Ling & Michael McAleer & Howell Tong - Asset allocation under threshold autoregressive models (RePEc:wly:apsmbi:v:28:y:2012:i:1:p:60-72)
by Na Song & Tak Kuen Siu & Wa‐Ki Ching & Howell Tong & Hailiang Yang - Asset Pricing:A Structural Theory and Its Applications (RePEc:wsi:wsbook:6341)
by Bing Cheng & Howell Tong - Introduction to Modern Asset Pricing (RePEc:wsi:wschap:9789812832504_0001)
by Bing Cheng & Howell Tong - A Structural Theory of Asset Pricing and the Equity Premium Puzzle (RePEc:wsi:wschap:9789812832504_0002)
by Bing Cheng & Howell Tong - Algebra of Stochastic Discount Factors — The Structural Theory of Asset Pricing (Part II) (RePEc:wsi:wschap:9789812832504_0003)
by Bing Cheng & Howell Tong - Investment and Consumption in a Multi-period Framework (RePEc:wsi:wschap:9789812832504_0004)
by Bing Cheng & Howell Tong