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Howell Tong

Personal Details

First Name:Howell
Middle Name:
Last Name:Tong
Suffix:
RePEc Short-ID:pto294
[This author has chosen not to make the email address public]

Affiliation

London School of Economics (LSE)

London, United Kingdom
http://www.lse.ac.uk/
RePEc:edi:lsepsuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. 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.
  2. Shiqing Ling & Michael McAleer & Howell Tong, 2015. "Frontiers in Time Series and Financial Econometrics: An Overview," Tinbergen Institute Discussion Papers 15-026/III, Tinbergen 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. Wolff, Rodney C. & Yao, Qiwei & Tong, Howell, 2004. "Statistical tests for Lyapunov exponents of deterministic systems," LSE Research Online Documents on Economics 154, London School of Economics and Political Science, LSE Library.
  5. Zhang, Wenyang & Yao, Qiwei & Tong, Howell & Stenseth, Nils Chr, 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.
  6. Tong, Howell & Stenseth, Nils Chr & Yao, Qiwei, 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.
  7. Gao, Jiti & Tong, Howell, 2002. "Nonparametric and semiparametric regression model selection," MPRA Paper 11987, University Library of Munich, Germany, revised Feb 2004.
  8. Yao, Qiwei & Yang, Wengyan & Tong, Howell, 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.
  9. Tong, Howell & Yao, Qiwei, 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.
  10. Yao, Qiwei & Tong, Howell & Finkenstädt, Bärbel & Stenseth, Nils Chr, 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.
  11. Tong, Howell & Yao, Qiwei, 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.
  12. Yao, Qiwei & Tong, Howell, 1998. "A bootstrap detection for operational determinism," LSE Research Online Documents on Economics 6697, London School of Economics and Political Science, LSE Library.
  13. Yao, Qiwei & Tong, Howell, 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.
  14. Fan, Jianqing & Yao, Qiwei & Tong, Howell, 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. Yao, Qiwei & Tong, Howell, 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.
  16. Yao, Qiwei & Tong, Howell, 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.
  17. Yao, Qiwei & Tong, Howell, 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.
  18. Tong, Howell & Yao, Qiwei, 1994. "On prediction and chaos in stochastic systems," LSE Research Online Documents on Economics 6410, London School of Economics and Political Science, LSE Library.
    repec:qut:dpaper:167 is not listed on IDEAS
    repec:qut:dpaper:208i is not listed on IDEAS
    repec:qut:dpaper:208k is not listed on IDEAS

Articles

  1. Tong, Howell, 2015. "Threshold models in time series analysis—Some reflections," Journal of Econometrics, Elsevier, vol. 189(2), pages 485-491.
  2. 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.
  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 & Applications, Springer;Società Italiana di Statistica, 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. Chan, W. S. & Ng, M. W. & Tong, H., 2006. "On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005," Annals of Actuarial Science, Cambridge University Press, vol. 1(1), pages 103-128, March.
  7. Tak Siu & Howell Tong & Hailiang Yang, 2004. "On Bayesian Value at Risk: From Linear to Non-Linear Portfolios," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(2), pages 161-184, June.
  8. 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, March.
  9. 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, May.
  10. 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.
  11. 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.
  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. 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, August.
  14. 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.
  15. 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.

Books

  1. Bing Cheng & Howell Tong, 2008. "Asset Pricing:A Structural Theory and Its Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6341.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (2) 2015-04-25 2015-05-16
  2. NEP-ORE: Operations Research (2) 2015-05-16 2016-03-06
  3. NEP-FOR: Forecasting (1) 2015-05-16

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