Howell Tong : Citation Profile

Are you Howell Tong?

London School of Economics (LSE)

8

H index

8

i10 index

507

Citations

RESEARCH PRODUCTION:

15

Articles

22

Papers

1

Books

RESEARCH ACTIVITY:

   22 years (1993 - 2015). See details.
   Cites by year: 23
   Journals where Howell Tong has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 7 (1.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto294
   Updated: 2024-11-08    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

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 (23)

Zhu, Lixing (13)

Cizek, Pavel (10)

Li, Degui (9)

LINTON, OLIVER (8)

Francq, Christian (7)

Zakoian, Jean-Michel (7)

Su, Liangjun (6)

Jasiak, Joann (6)

Chen, Jia (5)

Cites to:

GAO, Jiti (10)

LINTON, OLIVER (6)

Fan, Jianqing (5)

Härdle, Wolfgang (4)

Robinson, Peter (3)

Shintani, Mototsugu (3)

Asai, Manabu (2)

Franses, Philip Hans (2)

Bollerslev, Tim (2)

Powell, James (2)

Whang, Yoon-Jae (2)

Main data

Where Howell Tong has published?

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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Howell Tong (2024 and 2023)

YearTitle of citing document
2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2024Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2023Fourier Methods for Sufficient Dimension Reduction in Time Series. (2023). de Alwis, Tharindu P ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2312.02110.

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2023GCov-Based Portmanteau Test. (2023). Neyazi, Aryan Manafi ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2312.05373.

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2023Dynamic deconvolution and identification of independent autoregressive sources. (2023). Jasiak, Joann ; Gourieroux, Christian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:151-180.

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2023Variable Screening and Model Averaging for Expectile Regressions. (2023). Wang, Siwei ; Tu, Yundong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:574-598.

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2023Concordance‐based estimation approaches for the optimal sufficient dimension reduction score. (2020). Chiang, Chintsang ; Wang, Shaohsuan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:662-689.

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2023Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms. (2023). Sandubete, Julio E ; Escot, Lorenzo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:436:y:2023:i:c:s0096300322005720.

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2023Projection expectile regression for sufficient dimension reduction. (2023). Soale, Abdul-Nasah. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002468.

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2023Dimension reduction in time series under the presence of conditional heteroscedasticity. (2023). Ke, Yuan ; Sriram, T N ; da Silva, Murilo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002626.

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2023Estimation of projection pursuit regression via alternating linearization. (2023). Qin, XU ; Zhan, Haoran ; Tan, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001044.

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2023A new generalized exponentially weighted moving average quantile model and its statistical inference. (2023). Zhu, KE. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002269.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2023Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198.

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2023Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Fan, Caiyun ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x.

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2023.

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2023.

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2023.

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2023A Quasi Synthetic Control Method for Nonlinear Models. (2023). Wu, Zixuan ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202305.

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2023A structured covariance ensemble for sufficient dimension reduction. (2023). Xue, Yuan ; Wang, Qin. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00524-4.

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2023Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis. (2023). Lewiska, Katarzyna E ; Ives, Anthony R ; Zhu, Jun ; Wang, Fangfang ; Ma, Ting Fung. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:2:d:10.1007_s13253-022-00525-y.

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2023A treatment-effect model to quantify human dimensions of disaster impacts: the case of Hurricane Maria in Puerto Rico. (2023). Reddy, Agami T ; Jevti, Petar ; Carvalhaes, Thomaz ; Martinez-Rivera, Wilmer. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:116:y:2023:i:2:d:10.1007_s11069-022-05753-6.

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2023Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach. (2023). Zhu, Xuehu ; Yu, Luoyao ; Liu, Junmin. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00833-y.

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2023Variable-dependent partial dimension reduction. (2023). Yu, Zhou ; Wen, Xuerong Meggie ; Tan, Kai ; Li, LU. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:2:d:10.1007_s11749-022-00841-y.

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2023Inferences for extended partially linear single-index models. (2023). Wang, Suojin ; Chen, Zijuan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:2:d:10.1007_s11749-022-00845-8.

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2023From Halfspace M-Depth to Multiple-output Expectile Regression. (2019). Paindaveine, Davy ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:123159.

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2023Testing Granger Non-Causality in Expectiles. (2023). Taamouti, Abderrahim ; Doukali, Mohamed ; Bouezmarni, Taoufik. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-02.

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2023Moving average threshold heterogeneous autoregressive (MAT‐HAR) models. (2020). Hamori, Shigeyuki ; Xu, Haifeng ; Cai, Xiaojing ; Motegi, Kaiji. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1035-1042.

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Works by Howell Tong:

YearTitleTypeCited
2003Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction In: Biometrics.
[Full Text][Citation analysis]		article6
2003Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2004Testing for Common Structures in a Panel of Threshold Models In: Biometrics.
[Full Text][Citation analysis]		article1
2000On the estimation of an instantaneous transformation for time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2002An adaptive estimation of dimension reduction space In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article214
2004Semiparametric non-linear time series model selection In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article7
2004Statistical Tests for Lyapunov Exponents of Deterministic Systems In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2004Statistical tests for Lyapunov exponents of deterministic systems.(2004) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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.
[Full Text][Citation analysis]		article0
2008Estimation and tests for power-transformed and threshold GARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
2015Frontiers in Time Series and Financial Econometrics: An overview In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2015Frontiers in Time Series and Financial Econometrics: An Overview.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Threshold models in time series analysis—Some reflections In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2002Model Specification Tests in Nonparametric Stochastic Regression Models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article19
1993On residual sums of squares in non-parametric autoregression In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article0
1996Asymmetric least squares regression estimation: a nonparametric approach In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper56
1994Quantifying the influence of initial values on nonlinear prediction In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper8
2002Nonlinear time series modelling of highly fluctuating biological population over space - main results In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2001Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2000Nonparametric estimation of ratios of noise to signal in stochastic regression In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper6
2000Common structure in panels of short time series In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
1998Cross-validatory bandwidth selection for regression estimation based on dependent data In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper7
1995On initial-condition sensitivity and prediction in nonlinear stochastic systems In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
1994On subset selection in non-parametric stochastic regression In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper13
1994On prediction and chaos in stochastic systems In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
1998A bootstrap detection for operational determinism In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper5
1996Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper82
2015Frontiers in Time Series and Financial Econometrics In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper1
2004On Bayesian Value at Risk: From Linear to Non-Linear Portfolios In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article4
2006A note on time-reversibility of multivariate linear processes In: Biometrika.
[Full Text][Citation analysis]		article20
2006Semiparametric penalty function method in partially linear model selection In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2004Nonparametric and semiparametric regression model selection In: MPRA Paper.
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0
In: .
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In: .
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		article0
2008Asset Pricing:A Structural Theory and Its Applications In: World Scientific Books.
[Full Text][Citation analysis]		book0

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