Howell Tong
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London School of Economics (LSE)
Research profile
author of:
- 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 - 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 - 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. - 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 - 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 - 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 Pricing:A Structural Theory and Its Applications (RePEc:wsi:wsbook:6341)
by Bing Cheng & Howell Tong