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 3 4 21
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach 0 0 0 22 1 7 8 40
Asymmetric least squares regression estimation: a nonparametric approach 0 0 0 29 4 11 14 125
Asymptotic theory of principal component analysis for time series data with cautionary comments 0 0 0 14 2 8 10 21
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters 0 0 0 1 0 2 3 29
Common structure in panels of short time series 0 0 0 3 0 5 5 20
Cross-validatory bandwidth selection for regression estimation based on dependent data 0 0 0 2 5 9 12 35
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems 0 0 0 10 1 8 9 62
Frontiers in Time Series and Financial Econometrics 0 2 5 144 1 7 13 358
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 55 2 6 10 124
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 2 87 4 9 13 111
Nested sub-sample search algorithm for estimation of threshold models 0 0 1 20 2 5 6 52
Nonlinear time series modelling of highly fluctuating biological population over space - main results 0 0 0 3 0 3 3 27
Nonparametric and semiparametric regression model selection 0 0 1 47 2 23 28 179
Nonparametric estimation of ratios of noise to signal in stochastic regression 0 0 0 2 2 8 8 25
On a new robust method of inference for general time series models 0 0 1 1 1 2 11 11
On initial-condition sensitivity and prediction in nonlinear stochastic systems 0 0 0 3 3 5 6 28
On prediction and chaos in stochastic systems 0 0 0 5 0 4 4 26
On subset selection in non-parametric stochastic regression 0 1 1 4 1 6 7 30
On the least squares estimation of multiple-threshold-variable autoregressive models 0 0 0 11 3 7 9 23
Quantifying the influence of initial values on nonlinear prediction 0 0 0 2 2 3 7 38
Semiparametric penalty function method in partially linear model selection 0 0 1 38 1 17 19 167
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction 0 0 0 3 4 8 12 32
Statistical tests for Lyapunov exponents of deterministic systems 0 0 2 6 1 8 12 49
Testing for threshold effects in the TARMA framework 0 0 0 24 1 5 8 39
Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis 0 0 0 18 2 6 8 40
Total Working Papers 0 3 15 554 45 185 249 1,712
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 0 3 22
13. Chaotic Dynamics: Theory and Applications to Economics 0 0 0 0 2 4 5 8
A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME 0 0 0 1 1 5 5 9
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL 0 0 0 7 2 5 6 16
A NOTE ON THE DISTRIBUTIONS OF NON‐LINEAR AUTOREGRESSIVE STOCHASTIC MODELS 0 0 0 0 1 2 2 3
A NOTE ON USING THRESHOLD AUTOREGRESSIVE MODELS FOR MULTI‐STEP‐AHEAD PREDICTION OF CYCLICAL DATA 0 0 0 1 2 5 5 6
A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach 0 0 0 2 0 2 3 27
A Note on Tests for Threshold‐Type Non‐Linearity in Open Loop Systems 0 0 0 0 1 4 4 7
A STATISTICAL APPROACH TO DIFFERENCE‐DELAY EQUATION MODELLING IN ECOLOGY–TWO CASE STUDIES1 0 0 0 0 2 3 3 5
A Simulation Study of the Estimation of Evolutionary Spectral Functions 0 0 0 0 1 3 5 6
A note on time-reversibility of multivariate linear processes 0 0 0 3 1 2 3 29
An adaptive estimation of dimension reduction space 0 1 2 97 1 14 22 397
Asset allocation under threshold autoregressive models 0 0 0 2 2 6 7 11
Asymptotic theory of principal component analysis for time series data with cautionary comments 0 0 1 11 1 17 30 73
Bayesian Risk Measures for Derivatives via Random Esscher Transform 0 0 0 1 3 8 8 12
Data Transformation and Self‐Exciting Threshold Autoregression 0 0 0 0 0 1 1 1
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 6 8 30
Estimation and tests for power-transformed and threshold GARCH models 0 0 0 67 3 9 11 233
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 28 1 4 7 143
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 1 18 1 5 10 62
NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON‐LINEAR AUTOREGRESSION 0 0 0 1 1 4 5 10
ON AN ABSOLUTE AUTOREGRESSIVE MODEL AND SKEW SYMMETRIC DISTRIBUTIONS 0 0 0 0 0 3 5 17
ON BROWNIAN MOTION APPROXIMATION OF COMPOUND POISSON PROCESSES WITH APPLICATIONS TO THRESHOLD MODELS 0 1 1 44 0 4 10 164
ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS 1 3 24 98 3 12 47 206
ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS 0 0 0 0 1 1 1 1
On Bayesian Value at Risk: From Linear to Non-Linear Portfolios 0 0 0 224 0 4 5 532
On Pricing Derivatives Under GARCH Models: A Dynamic Gerber-Shiu Approach 0 0 1 1 1 3 6 7
On Tests for Self‐Exciting Threshold Autoregressive‐Type Non‐Linearity in Partially Observed Time Series 0 0 0 1 0 6 7 10
On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005 0 0 0 0 2 2 3 14
On residual sums of squares in non-parametric autoregression 0 0 0 5 2 4 5 41
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models 0 0 2 8 4 6 14 32
On the estimation of an instantaneous transformation for time series 0 0 0 2 2 5 6 37
On the statistical inference of a machine‐generated autoregressive AR(1) model 0 0 0 0 2 5 6 8
Semiparametric non‐linear time series model selection 0 0 0 52 1 5 5 130
Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction 0 0 0 0 2 6 7 26
Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use 0 0 0 4 5 6 11 20
Statistical Tests for Lyapunov Exponents of Deterministic Systems 0 0 0 36 0 5 6 184
Testing for Common Structures in a Panel of Threshold Models 0 0 1 3 0 8 11 23
Threshold models in time series analysis—Some reflections 0 0 6 102 5 14 28 348
Total Journal Articles 1 5 40 829 56 208 336 2,910

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 0 2 6 38
Total Books 0 0 0 7 0 2 6 38

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 2 5
Algebra of Stochastic Discount Factors — The Structural Theory of Asset Pricing (Part II) 0 0 0 0 1 3 3 3
Introduction to Modern Asset Pricing 0 0 0 0 0 3 4 5
Investment and Consumption in a Multi-period Framework 0 0 0 1 0 2 2 4
Total Chapters 0 0 0 1 1 8 11 17

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Statistics updated 2026-03-04