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 1 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 0 0 0 139 1 1 3 347
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 86 0 0 6 99
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 55 0 0 2 115
Nested sub-sample search algorithm for estimation of threshold models 0 1 1 20 0 1 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 1 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 1 1 1 1 4 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 0 0 0 31
Semiparametric penalty function method in partially linear model selection 0 0 0 37 1 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 2 2 6 0 2 3 39
Testing for threshold effects in the TARMA framework 0 0 1 24 1 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 1 4 12 545 9 15 48 1,482
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 0 0 1 3
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 0 0 0 1
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 1 3 11 3 4 14 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 1 67 0 0 1 222
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 28 0 0 3 136
Model Specification Tests in Nonparametric Stochastic Regression Models 1 1 1 18 1 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 0 0 0 12
ON BROWNIAN MOTION APPROXIMATION OF COMPOUND POISSON PROCESSES WITH APPLICATIONS TO THRESHOLD MODELS 0 0 2 43 1 1 9 155
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS 4 10 16 84 4 12 26 172
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 2 224 0 0 5 527
On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach 1 1 1 1 1 2 2 3
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 2 4 8 1 4 13 22
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 1 1 4 20
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use 0 0 0 4 1 1 2 10
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 0 0 0 2 0 0 0 12
Threshold models in time series analysis—Some reflections 0 4 12 100 1 7 27 327
Total Journal Articles 6 19 46 808 14 34 127 2,610

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 1 2 33
Total Books 0 0 0 7 1 1 2 33

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

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Statistics updated 2025-07-04