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 0 1 18
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach 0 0 0 22 0 0 1 33
Asymmetric least squares regression estimation: a nonparametric approach 0 0 0 29 0 3 4 114
Asymptotic theory of principal component analysis for time series data with cautionary comments 0 0 0 14 0 2 3 13
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters 0 0 0 1 1 1 2 27
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 1 2 4 26
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems 0 0 0 10 0 1 2 54
Frontiers in Time Series and Financial Econometrics 0 0 3 142 1 1 6 351
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 55 0 1 4 118
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 2 87 0 1 7 102
Nested sub-sample search algorithm for estimation of threshold models 0 0 1 20 0 0 3 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 1 1 2 47 2 4 6 156
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 0 1 1 0 2 9 9
On initial-condition sensitivity and prediction in nonlinear stochastic systems 0 0 0 3 1 1 1 23
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 1 1 1 24
On the least squares estimation of multiple-threshold-variable autoregressive models 0 0 1 11 1 2 3 16
Quantifying the influence of initial values on nonlinear prediction 0 0 0 2 1 3 4 35
Semiparametric penalty function method in partially linear model selection 1 1 1 38 1 1 2 150
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction 0 0 0 3 3 4 4 24
Statistical tests for Lyapunov exponents of deterministic systems 0 0 2 6 0 1 4 41
Testing for threshold effects in the TARMA framework 0 0 0 24 0 1 4 34
Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis 0 0 0 18 1 2 2 34
Total Working Papers 2 2 15 551 14 34 80 1,527
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 8 0 2 3 22
13. Chaotic Dynamics: Theory and Applications to Economics 0 0 0 0 0 0 1 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 1 3 11
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 1 1 1 25
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 0 1 2 3
A note on time-reversibility of multivariate linear processes 0 0 0 3 1 1 1 27
An adaptive estimation of dimension reduction space 1 1 1 96 2 6 10 383
Asset allocation under threshold autoregressive models 0 0 0 2 0 1 1 5
Asymptotic theory of principal component analysis for time series data with cautionary comments 0 0 1 11 0 6 14 56
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 1 2 4 24
Estimation and tests for power-transformed and threshold GARCH models 0 0 0 67 0 1 2 224
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 28 0 0 3 139
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 18 1 4 5 57
NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON‐LINEAR AUTOREGRESSION 0 0 0 1 0 1 2 6
ON AN ABSOLUTE AUTOREGRESSIVE MODEL AND SKEW SYMMETRIC DISTRIBUTIONS 0 0 0 0 0 1 2 14
ON BROWNIAN MOTION APPROXIMATION OF COMPOUND POISSON PROCESSES WITH APPLICATIONS TO THRESHOLD MODELS 0 0 1 43 3 3 10 160
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS 1 6 24 95 6 16 39 194
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 0 224 0 1 2 528
On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach 0 0 1 1 0 0 3 4
On Tests for Self‐Exciting Threshold Autoregressive‐Type Non‐Linearity in Partially Observed Time Series 0 0 0 1 0 0 2 4
On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005 0 0 0 0 1 1 1 12
On residual sums of squares in non-parametric autoregression 0 0 0 5 0 1 1 37
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models 0 0 3 8 1 2 14 26
On the estimation of an instantaneous transformation for time series 0 0 0 2 1 1 1 32
On the statistical inference of a machine‐generated autoregressive AR(1) model 0 0 0 0 0 1 2 3
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 0 4 20
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use 0 0 0 4 2 3 6 14
Statistical Tests for Lyapunov Exponents of Deterministic Systems 0 0 0 36 0 1 1 179
Testing for Common Structures in a Panel of Threshold Models 0 0 1 3 1 2 3 15
Threshold models in time series analysis—Some reflections 0 0 6 102 1 2 19 334
Total Journal Articles 2 7 43 824 22 62 165 2,702

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 2 2 4 36
Total Books 0 0 0 7 2 2 4 36

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 2 3 5
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 1 1 2
Investment and Consumption in a Multi-period Framework 0 0 0 1 0 0 0 2
Total Chapters 0 0 0 1 0 3 4 9

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