Access Statistics for Howell Tong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap detection for operational determinism 0 0 0 0 0 1 1 18
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach 0 0 0 22 0 1 1 33
Asymmetric least squares regression estimation: a nonparametric approach 0 0 0 29 0 0 2 111
Asymptotic theory of principal component analysis for time series data with cautionary comments 0 0 1 14 0 0 2 11
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters 0 0 0 1 0 0 1 26
Common structure in panels of short time series 0 0 0 3 0 0 2 15
Cross-validatory bandwidth selection for regression estimation based on dependent data 0 0 0 2 0 0 1 23
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems 0 0 1 10 0 0 2 53
Frontiers in Time Series and Financial Econometrics 1 1 1 140 1 2 4 348
Frontiers in Time Series and Financial Econometrics: An Overview 1 1 2 87 1 1 7 100
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 55 1 1 3 116
Nested sub-sample search algorithm for estimation of threshold models 0 0 1 20 0 0 4 47
Nonlinear time series modelling of highly fluctuating biological population over space - main results 0 0 0 3 0 0 0 24
Nonparametric and semiparametric regression model selection 0 0 1 46 0 1 2 152
Nonparametric estimation of ratios of noise to signal in stochastic regression 0 0 0 2 0 0 0 17
On a new robust method of inference for general time series models 0 1 1 1 0 6 7 7
On initial-condition sensitivity and prediction in nonlinear stochastic systems 0 0 0 3 0 0 1 22
On prediction and chaos in stochastic systems 0 0 1 5 0 0 1 22
On subset selection in non-parametric stochastic regression 0 0 0 3 0 0 0 23
On the least squares estimation of multiple-threshold-variable autoregressive models 0 0 1 11 0 0 1 14
Quantifying the influence of initial values on nonlinear prediction 0 0 0 2 1 1 1 32
Semiparametric penalty function method in partially linear model selection 0 0 0 37 0 1 1 149
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction 0 0 0 3 0 0 0 20
Statistical tests for Lyapunov exponents of deterministic systems 0 0 2 6 1 1 4 40
Testing for threshold effects in the TARMA framework 0 0 1 24 0 1 4 32
Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis 0 0 0 18 0 0 1 32
Total Working Papers 2 3 14 547 5 17 53 1,487
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
1. Networks and Chaos—Statistical and Probabilistic Aspects 0 0 1 7 0 0 1 19
13. Chaotic Dynamics: Theory and Applications to Economics 0 0 0 0 1 1 2 4
A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME 0 0 0 1 0 0 1 4
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL 0 0 2 7 0 0 2 10
A NOTE ON THE DISTRIBUTIONS OF NON‐LINEAR AUTOREGRESSIVE STOCHASTIC MODELS 0 0 0 0 0 0 1 1
A NOTE ON USING THRESHOLD AUTOREGRESSIVE MODELS FOR MULTI‐STEP‐AHEAD PREDICTION OF CYCLICAL DATA 0 0 1 1 0 0 1 1
A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach 0 0 0 2 0 0 0 24
A Note on Tests for Threshold‐Type Non‐Linearity in Open Loop Systems 0 0 0 0 0 0 0 3
A STATISTICAL APPROACH TO DIFFERENCE‐DELAY EQUATION MODELLING IN ECOLOGY–TWO CASE STUDIES1 0 0 0 0 0 0 0 2
A Simulation Study of the Estimation of Evolutionary Spectral Functions 0 0 0 0 1 1 1 2
A note on time-reversibility of multivariate linear processes 0 0 0 3 0 0 1 26
An adaptive estimation of dimension reduction space 0 0 0 95 0 1 7 377
Asset allocation under threshold autoregressive models 0 0 0 2 0 0 0 4
Asymptotic theory of principal component analysis for time series data with cautionary comments 0 0 3 11 0 3 13 47
Bayesian Risk Measures for Derivatives via Random Esscher Transform 0 0 0 1 0 0 0 4
Data Transformation and Self‐Exciting Threshold Autoregression 0 0 0 0 0 0 0 0
Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas 0 0 0 2 0 0 2 22
Estimation and tests for power-transformed and threshold GARCH models 0 0 0 67 1 1 1 223
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 28 2 2 5 138
Model Specification Tests in Nonparametric Stochastic Regression Models 0 1 1 18 0 1 1 53
NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON‐LINEAR AUTOREGRESSION 0 0 0 1 0 0 1 5
ON AN ABSOLUTE AUTOREGRESSIVE MODEL AND SKEW SYMMETRIC DISTRIBUTIONS 0 0 0 0 1 1 1 13
ON BROWNIAN MOTION APPROXIMATION OF COMPOUND POISSON PROCESSES WITH APPLICATIONS TO THRESHOLD MODELS 0 0 2 43 2 3 10 157
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS 5 14 20 89 6 17 30 178
ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS 0 0 0 0 0 0 0 0
On Bayesian Value at Risk: From Linear to Non-Linear Portfolios 0 0 1 224 0 0 3 527
On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach 0 1 1 1 1 3 3 4
On Tests for Self‐Exciting Threshold Autoregressive‐Type Non‐Linearity in Partially Observed Time Series 0 0 0 1 0 0 1 3
On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005 0 0 0 0 0 0 0 11
On residual sums of squares in non-parametric autoregression 0 0 0 5 0 0 0 36
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models 0 1 4 8 1 3 13 23
On the estimation of an instantaneous transformation for time series 0 0 0 2 0 0 0 31
On the statistical inference of a machine‐generated autoregressive AR(1) model 0 0 0 0 0 0 1 2
Semiparametric non‐linear time series model selection 0 0 0 52 0 0 0 125
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction 0 0 0 0 0 1 4 20
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use 0 0 0 4 1 2 3 11
Statistical Tests for Lyapunov Exponents of Deterministic Systems 0 0 0 36 0 0 0 178
Testing for Common Structures in a Panel of Threshold Models 1 1 1 3 1 1 1 13
Threshold models in time series analysis—Some reflections 0 2 11 100 3 6 28 330
Total Journal Articles 6 20 48 814 21 47 138 2,631

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing:A Structural Theory and Its Applications 0 0 0 7 1 2 3 34
Total Books 0 0 0 7 1 2 3 34

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Structural Theory of Asset Pricing and the Equity Premium Puzzle 0 0 0 0 0 0 1 3
Algebra of Stochastic Discount Factors — The Structural Theory of Asset Pricing (Part II) 0 0 0 0 0 0 0 0
Introduction to Modern Asset Pricing 0 0 0 0 0 0 0 1
Investment and Consumption in a Multi-period Framework 0 0 0 1 0 0 0 2
Total Chapters 0 0 0 1 0 0 1 6

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05