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Howell Tong

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This is information that was supplied by Howell Tong in registering through RePEc. If you are Howell Tong , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Howell
Middle Name:
Last Name: Tong
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RePEc Short-ID: pto294

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Affiliation

(88%) London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://www.lse.ac.uk/
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Phone: +44 (020) 7405 7686
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Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:lsepsuk (more details at EDIRC)
(12%) Department of Economics
University of Kent at Canterbury
Location: Canterbury, United Kingdom
Homepage: http://www.ukc.ac.uk/economics/
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Postal: Keynes College, Canterbury, Kent, CT2 7NP
Handle: RePEc:edi:deukcuk (more details at EDIRC)

Works

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Working papers

  1. Rodney C Wolff & Jiti Gao & Howell Tong, 2006. "Adaptive orthogonal series estimation in additive stochastic regression models," School of Economics and Finance Discussion Papers and Working Papers Series 208k, School of Economics and Finance, Queensland University of Technology.
  2. Dong, Chaohua & Gao, Jiti & Tong, Howell, 2006. "Semiparametric penalty function method in partially linear model selection," MPRA Paper 11975, University Library of Munich, Germany, revised Aug 2006.
  3. Rodney Wolff & Qiwei Yao & Howell Tong, 2003. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," School of Economics and Finance Discussion Papers and Working Papers Series 167, School of Economics and Finance, Queensland University of Technology.
  4. Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.

Articles

  1. Howell Tong, 2012. "Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas," Statistical Methods and Applications, Springer, vol. 21(3), pages 335-339, August.
  2. Pan, Jiazhu & Wang, Hui & Tong, Howell, 2008. "Estimation and tests for power-transformed and threshold GARCH models," Journal of Econometrics, Elsevier, vol. 142(1), pages 352-378, January.
  3. Kung-Sik Chan & Lop-Hing Ho & Howell Tong, 2006. "A note on time-reversibility of multivariate linear processes," Biometrika, Biometrika Trust, vol. 93(1), pages 221-227, March.
  4. Wolff Rodney & Yao Qiwei & Tong Howell, 2004. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-19, May.
  5. Jiti Gao & Howell Tong, 2004. "Semiparametric non-linear time series model selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 321-336.
  6. Tak Siu & Howell Tong & Hailiang Yang, 2004. "On Bayesian Value at Risk: From Linear to Non-Linear Portfolios," Asia-Pacific Financial Markets, Springer, vol. 11(2), pages 161-184, June.
  7. Yingcun Xia & Howell Tong & W. K. Li & Li-Xing Zhu, 2002. "An adaptive estimation of dimension reduction space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 363-410.
  8. Gao, Jiti & Tong, Howell & Wolff, Rodney, 2002. "Model Specification Tests in Nonparametric Stochastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 324-359, November.
  9. Y. Xia & H. Tong & W. K. Li & L.-X. Zhu, 2000. "On the estimation of an instantaneous transformation for time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 383-397.
  10. Cheng, B. & Tong, H., 1993. "On residual sums of squares in non-parametric autoregression," Stochastic Processes and their Applications, Elsevier, vol. 48(1), pages 157-174, October.

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