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Howell Tong

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First Name:Howell
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Last Name:Tong
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RePEc Short-ID:pto294
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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)
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  1. Shiqing Ling & Michael McAleer & Howell Tong, 2015. "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE 2015-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  2. Ling, S. & McAleer, M.J. & Tong, H., 2015. "Frontiers in Time Series and Financial Econometrics," Econometric Institute Research Papers EI 2015-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. 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.
  4. 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.
  5. 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.
  6. Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr Stenseth, 2003. "Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction," LSE Research Online Documents on Economics 5832, London School of Economics and Political Science, LSE Library.
  7. Howell Tong & Nils Chr Stenseth & Qiwei Yao, 2002. "Nonlinear time series modelling of highly fluctuating biological population over space - main results," LSE Research Online Documents on Economics 24149, London School of Economics and Political Science, LSE Library.
  8. Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.
  9. Qiwei Yao & Wengyan Yang & Howell Tong, 2001. "Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters," LSE Research Online Documents on Economics 6103, London School of Economics and Political Science, LSE Library.
  10. Howell Tong & Qiwei Yao, 2000. "Nonparametric estimation of ratios of noise to signal in stochastic regression," LSE Research Online Documents on Economics 6324, London School of Economics and Political Science, LSE Library.
  11. Qiwei Yao & Howell Tong & Bärbel Finkenstädt & Nils Chr Stenseth, 2000. "Common structure in panels of short time series," LSE Research Online Documents on Economics 6325, London School of Economics and Political Science, LSE Library.
  12. Qiwei Yao & Howell Tong, 1998. "A bootstrap detection for operational determinism," LSE Research Online Documents on Economics 6697, London School of Economics and Political Science, LSE Library.
  13. Howell Tong & Qiwei Yao, 1998. "Cross-validatory bandwidth selection for regression estimation based on dependent data," LSE Research Online Documents on Economics 6380, London School of Economics and Political Science, LSE Library.
  14. Jianqing Fan & Qiwei Yao & Howell Tong, 1996. "Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems," LSE Research Online Documents on Economics 6704, London School of Economics and Political Science, LSE Library.
  15. Qiwei Yao & Howell Tong, 1996. "Asymmetric least squares regression estimation: a nonparametric approach," LSE Research Online Documents on Economics 19423, London School of Economics and Political Science, LSE Library.
  16. Qiwei Yao & Howell Tong, 1995. "On initial-condition sensitivity and prediction in nonlinear stochastic systems," LSE Research Online Documents on Economics 6402, London School of Economics and Political Science, LSE Library.
  17. Qiwei Yao & Howell Tong, 1994. "On subset selection in non-parametric stochastic regression," LSE Research Online Documents on Economics 6409, London School of Economics and Political Science, LSE Library.
  18. Howell Tong & Qiwei Yao, 1994. "On prediction and chaos in stochastic systems," LSE Research Online Documents on Economics 6410, London School of Economics and Political Science, LSE Library.
  19. Qiwei Yao & Howell Tong, 1994. "Quantifying the influence of initial values on nonlinear prediction," LSE Research Online Documents on Economics 19426, London School of Economics and Political Science, LSE Library.
  1. Ling, Shiqing & McAleer, Michael & Tong, Howell, 2015. "Frontiers in Time Series and Financial Econometrics: An overview," Journal of Econometrics, Elsevier, vol. 189(2), pages 245-250.
  2. Tong, Howell, 2015. "Threshold models in time series analysis—Some reflections," Journal of Econometrics, Elsevier, vol. 189(2), pages 485-491.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. K. S. Chan & H. Tong & N. Chr. Stenseth, 2004. "Testing for Common Structures in a Panel of Threshold Models," Biometrics, The International Biometric Society, vol. 60(1), pages 225-232, 03.
  10. Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003. "Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction," Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (2) 2015-04-25 2015-05-16. Author is listed
  2. NEP-FOR: Forecasting (1) 2015-05-16. Author is listed
  3. NEP-ORE: Operations Research (1) 2015-05-16. Author is listed

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