Howell Tong : Citation Profile


Are you Howell Tong?

London School of Economics (LSE)

6

H index

6

i10 index

304

Citations

RESEARCH PRODUCTION:

15

Articles

22

Papers

1

Books

RESEARCH ACTIVITY:

   22 years (1993 - 2015). See details.
   Cites by year: 13
   Journals where Howell Tong has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 8 (2.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pto294
   Updated: 2018-11-17    RAS profile: 2017-02-12    
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Relations with other researchers


Works with:

McAleer, Michael (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Howell Tong.

Is cited by:

GAO, Jiti (24)

Härdle, Wolfgang (14)

Zhu, Lixing (12)

Francq, Christian (7)

Zakoian, Jean-Michel (7)

Li, Degui (7)

Cizek, Pavel (5)

Cai, Zongwu (4)

gourieroux, christian (4)

SONG, ZHAOGANG (4)

Hyndman, Rob (4)

Cites to:

GAO, Jiti (10)

Härdle, Wolfgang (5)

Fan, Jianqing (4)

McAleer, Michael (3)

CAI, ZONGWU (2)

Lo, Andrew (2)

Granger, Clive (2)

Li, Qi (2)

Zhu, Ke (2)

Franses, Philip Hans (2)

White, Halbert (2)

Main data


Where Howell Tong has published?


Journals with more than one article published# docs
Journal of Econometrics3
Journal of the Royal Statistical Society Series B3
Biometrics2

Working Papers Series with more than one paper published# docs
School of Economics and Finance Discussion Papers and Working Papers Series / School of Economics and Finance, Queensland University of Technology3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Howell Tong (2018 and 2017)


YearTitle of citing document
2018A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2018). Lejay, Antoine ; Pigato, Paolo. In: Papers. RePEc:arx:papers:1712.08329.

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2017Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units. (2017). Liu, Yang ; Chiaromonte, Francesca. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:529-539.

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2017A Model-Adaptive Test for Parametric Single-Index Time Series Models. (2017). Xia, Qiang ; Niu, Cuizhen ; He, Kejun. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:981-999.

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2017Canonical kernel dimension reduction. (2017). Tao, Chenyang ; Feng, Jianfeng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:107:y:2017:i:c:p:131-148.

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2017Robust estimation and variable selection in sufficient dimension reduction. (2017). Boone, Edward ; Rekabdarkolaee, Hossein Moradi ; Wang, Qin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:146-157.

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2017An SVM-like approach for expectile regression. (2017). Steinwart, Ingo ; Farooq, Muhammad. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:159-181.

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2017Sufficient dimension reduction using Hilbert–Schmidt independence criterion. (2017). Xue, Yuan ; Zheng, Haitao ; Yin, Xiangrong ; Zhang, Nan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:67-78.

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2017A continuous threshold expectile model. (2017). Zhang, Feipeng ; Li, Qunhua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:49-66.

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2018Supervised dimension reduction for ordinal predictors. (2018). García Arancibia, Rodrigo ; Tomassi, Diego ; Llop, Pamela ; Forzani, Liliana. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:125:y:2018:i:c:p:136-155.

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2018Quasi-likelihood estimation of the single index conditional variance model. (2018). Zhang, Hongfan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:58-72.

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2017Smoothed kernel conditional density estimation. (2017). Wu, Ximing ; Wen, Kuangyu . In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:112-116.

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2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

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2017Fitting a two phase threshold multiplicative error model. (2017). Perera, Indeewara ; Koul, Hira L. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:348-367.

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2017Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation. (2017). Jasiak, Joann ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:118-134.

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2017Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach. (2017). Racine, Jeffrey ; Li, Kevin. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:72-94.

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2017Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Al-Sulami, Dawlah ; Zhu, Jun ; Lu, Zudi ; Jiang, Zhenyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:22-35.

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2017Efficient dimension reduction for multivariate response data. (2017). Zhang, Yaowu ; Ma, Yanyuan ; Zhu, Liping. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:187-199.

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2017Smooth copula-based estimation of the conditional density function with a single covariate. (2017). Janssen, Paul ; Veraverbeke, Noel ; Swanepoel, Jan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:39-48.

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2018Robust variable selection of joint frailty model for panel count data. (2018). Wang, Wei Wei ; Zhou, Xian ; Zhao, Xiaobing ; Wu, Xianyi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:60-78.

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2018Nonlinear determinism in degenerated combustion instability in a gas-turbine model combustor. (2018). Kobayashi, Hiroaki ; Tachibana, Shigeru ; Gotoda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:345-354.

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2017On relative efficiency of principal Hessian directions. (2017). Cheng, Qing ; Zhu, Liping. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:108-113.

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2017Variable selection through adaptive MAVE. (2017). Rekabdarkolaee, Hossein Moradi ; Wang, Qin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:44-51.

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2017A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2017). Lejay, Antoine ; Pigato, Paolo. In: Working Papers. RePEc:hal:wpaper:hal-01669082.

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2018Outliers and misleading leverage effect in asymmetric GARCH-type models. (2018). Carnero, M. Angeles ; Espartero, Ana Perez. In: Working Papers. Serie AD. RePEc:ivi:wpasad:2018-01.

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2018Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients. (2018). Cai, Zongwu ; Tian, Dingshi ; Fang, Ying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201804.

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2018Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Tian, Dingshi ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807.

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2017Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach. (2017). Xia, Qiang ; Liang, Rubing ; Liu, Jinshan ; Wong, Heung . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9588-x.

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2017On estimating regression-based causal effects using sufficient dimension reduction. (2017). Luo, Wei ; Ghosh, Debashis ; Zhu, Yeying . In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:1:p:51-65..

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2017Conditional moment models with data missing at random. (2017). Hristache, M ; Patilea, V. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:3:p:735-742..

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2017Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models.. (2017). Bibi, Abdelouahab ; Ghezal, Ahmed . In: MPRA Paper. RePEc:pra:mprapa:81126.

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2017Quantile Treatment Effects in Regression Discontinuity Designs with Covariates. (2017). Hsu, Yu-Chin ; Lo, Giorgio Teng-Yu ; Kuan, Chung-Ming . In: IEAS Working Paper : academic research. RePEc:sin:wpaper:17-a009.

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2017Nonparametric estimation of a conditional density. (2017). Bott, Ann-Kathrin ; Kohler, Michael . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0535-8.

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2018A weighted estimator of conditional hazard rate with left-truncated and dependent data. (2018). Liang, Han-Ying ; Said, Elias Ould. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:1:d:10.1007_s10463-016-0587-4.

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2018A constructive hypothesis test for the single-index models with two groups. (2018). Zhang, Jun ; Wang, Xiaoguang ; Feng, Zhenghui. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0616-y.

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2018General rank-based estimation for regression single index models. (2018). Bindele, Huybrechts F ; Meyer, Karlene N ; Abebe, Ash . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0618-9.

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2017Semiparametric smooth coefficient quantile estimation of the production profile. (2017). Lai, Hung-pin ; Yang, Yung-Lieh ; Huang, Cliff J ; Fu, Tsu-Tan. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1072-x.

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2018Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data. (2018). Fang, Jianglin ; Lu, Xuewen ; Liu, Wanrong. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:3:d:10.1007_s00184-018-0642-7.

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2018The Effect of Data Contamination in Sliced Inverse Regression and Finite Sample Breakdown Point. (2018). Genschel, Ulrike . In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:1:d:10.1007_s13171-017-0102-x.

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2017B spline variable selection for the single index models. (2017). Li, Jianbo ; Zhang, Riquan. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0721-z.

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2018Bias-corrected quantile regression estimation of censored regression models. (2018). Iek, P ; Sadikoglu, S. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0761-z.

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2018Two step estimations for a single-index varying-coefficient model with longitudinal data. (2018). Guo, Chaohui ; Lv, Jing ; Yang, HU. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0798-z.

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2017Robust and efficient direction identification for groupwise additive multiple-index models and its applications. (2017). Wang, Kangning ; Lin, LU. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:1:d:10.1007_s11749-016-0496-0.

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2017A Functional Varying-Coefficient Single-Index Model for Functional Response Data. (2017). Li, Jialiang ; Hongtu, Zhub ; Huang, Chao. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1169-1181.

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2017An Effective Semiparametric Estimation Approach for the Sufficient Dimension Reduction Model. (2017). Huang, Ming-Yueh ; Chiang, Chin-Tsang. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1296-1310.

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2017Smooth Transition Spatial Autoregressive Models. (2017). Koomen, Eric ; Blasques, Francisco ; Pieter, BO. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170050.

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2017Estimation of Tail Risk based on Extreme Expectiles. (2017). STUPFLER, Gilles ; Daouia, Abdelaati ; Girard, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:29257.

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2017Extreme M-quantiles as risk measures: From L1 to Lp optimization. (2017). STUPFLER, Gilles ; Daouia, Abdelaati ; Girard, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:32050.

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Works by Howell Tong:


YearTitleTypeCited
2003Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction In: Biometrics.
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article5
2003Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction.(2003) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 5
paper
2004Testing for Common Structures in a Panel of Threshold Models In: Biometrics.
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article1
2000On the estimation of an instantaneous transformation for time series In: Journal of the Royal Statistical Society Series B.
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article0
2002An adaptive estimation of dimension reduction space In: Journal of the Royal Statistical Society Series B.
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article142
2004Semiparametric non-linear time series model selection In: Journal of the Royal Statistical Society Series B.
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article5
2004Statistical Tests for Lyapunov Exponents of Deterministic Systems In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2004Statistical tests for Lyapunov exponents of deterministic systems.(2004) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
paper
2003Statistical Tests for Lyapunov Exponents of Deterministic Systems.(2003) In: School of Economics and Finance Discussion Papers and Working Papers Series.
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This paper has another version. Agregated cites: 1
paper
2006Statistical tests for Lyapunov exponents of deterministic systems.(2006) In: School of Economics and Finance Discussion Papers and Working Papers Series.
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paper
2006On a Simple Graphical Approach to Modelling Economic Fluctuations with an Application to United Kingdom Price Inflation, 1265 to 2005 In: Annals of Actuarial Science.
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article0
2008Estimation and tests for power-transformed and threshold GARCH models In: Journal of Econometrics.
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article21
2015Frontiers in Time Series and Financial Econometrics: An overview In: Journal of Econometrics.
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article0
2015Frontiers in Time Series and Financial Econometrics: An Overview.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2015Frontiers in Time Series and Financial Econometrics: An Overview.(2015) In: Documentos de Trabajo del ICAE.
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paper
2015Threshold models in time series analysis—Some reflections In: Journal of Econometrics.
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article5
2002Model Specification Tests in Nonparametric Stochastic Regression Models In: Journal of Multivariate Analysis.
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article12
1993On residual sums of squares in non-parametric autoregression In: Stochastic Processes and their Applications.
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article0
1996Asymmetric least squares regression estimation: a nonparametric approach In: LSE Research Online Documents on Economics.
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paper15
1994Quantifying the influence of initial values on nonlinear prediction In: LSE Research Online Documents on Economics.
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paper5
2002Nonlinear time series modelling of highly fluctuating biological population over space - main results In: LSE Research Online Documents on Economics.
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paper0
2001Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters In: LSE Research Online Documents on Economics.
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paper0
2000Nonparametric estimation of ratios of noise to signal in stochastic regression In: LSE Research Online Documents on Economics.
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paper5
2000Common structure in panels of short time series In: LSE Research Online Documents on Economics.
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paper1
1998Cross-validatory bandwidth selection for regression estimation based on dependent data In: LSE Research Online Documents on Economics.
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paper6
1995On initial-condition sensitivity and prediction in nonlinear stochastic systems In: LSE Research Online Documents on Economics.
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paper0
1994On subset selection in non-parametric stochastic regression In: LSE Research Online Documents on Economics.
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paper5
1994On prediction and chaos in stochastic systems In: LSE Research Online Documents on Economics.
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paper0
1998A bootstrap detection for operational determinism In: LSE Research Online Documents on Economics.
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paper3
1996Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems In: LSE Research Online Documents on Economics.
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paper52
2015Frontiers in Time Series and Financial Econometrics In: Econometric Institute Research Papers.
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paper0
2004On Bayesian Value at Risk: From Linear to Non-Linear Portfolios In: Asia-Pacific Financial Markets.
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article3
2006A note on time-reversibility of multivariate linear processes In: Biometrika.
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article11
2006Semiparametric penalty function method in partially linear model selection In: MPRA Paper.
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paper1
2004Nonparametric and semiparametric regression model selection In: MPRA Paper.
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paper1
2006Adaptive orthogonal series estimation in additive stochastic regression models In: School of Economics and Finance Discussion Papers and Working Papers Series.
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paper4
2012Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas In: Statistical Methods & Applications.
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article0
2008Asset Pricing:A Structural Theory and Its Applications In: World Scientific Books.
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book0

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