8
H index
8
i10 index
517
Citations
Howell Tong : Citation Profile
London School of Economics (LSE) | RESEARCH PRODUCTION: 15 Articles 22 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1993 - 2015). 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:
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Main data
Where Howell Tong has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of the Royal Statistical Society Series B | 3 |
| Journal of Econometrics | 3 |
| Biometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Howell Tong (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653. Full description at Econpapers || Download paper |
| 2024 | Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates. (2024). Gary, Kwun Chuen ; Huang, Mingyueh. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1567-1586. Full description at Econpapers || Download paper |
| 2025 | Robust direction estimation in single-index models via cumulative divergence. (2025). He, Shuaida ; Zhang, Jiarui ; Chen, Xin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s0167947324001361. Full description at Econpapers || Download paper |
| 2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper |
| 2024 | Semi-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. Full description at Econpapers || Download paper |
| 2025 | Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model. (2025). Song, Xinyuan ; Wang, Wenshan ; Yang, Kai ; Han, Guichen. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-025-01659-0. Full description at Econpapers || Download paper |
| 2024 | A new sufficient dimension reduction method via rank divergence. (2024). Ren, Fengjiao ; Li, Danning ; Liu, Tianqing ; Yuan, Xiaohui ; Sun, Jianguo. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00929-7. Full description at Econpapers || Download paper |
| 2024 | Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation. (2024). Rodriguez, Daniela ; Forzani, Liliana ; Sued, Mariela. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00932-y. Full description at Econpapers || Download paper |
| 2024 | Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates. (2024). Guillen, Montserrat ; Bagkavos, Dimitrios ; Nielsen, Jens P. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00945-7. Full description at Econpapers || Download paper |
Works by Howell Tong:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction In: Biometrics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Smoothing 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 | |
| 2004 | Testing for Common Structures in a Panel of Threshold Models In: Biometrics. [Full Text][Citation analysis] | article | 1 |
| 2000 | On the estimation of an instantaneous transformation for time series In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
| 2002 | An adaptive estimation of dimension reduction space In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 218 |
| 2004 | Semiparametric non‐linear time series model selection In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 7 |
| 2004 | Statistical Tests for Lyapunov Exponents of Deterministic Systems In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Statistical 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 | |
| 2006 | On 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] | article | 0 |
| 2008 | Estimation and tests for power-transformed and threshold GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 2015 | Frontiers in Time Series and Financial Econometrics: An overview In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Frontiers 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 | ||
| 2015 | Threshold models in time series analysis—Some reflections In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2002 | Model Specification Tests in Nonparametric Stochastic Regression Models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 19 |
| 1993 | On residual sums of squares in non-parametric autoregression In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
| 1996 | Asymmetric least squares regression estimation: a nonparametric approach In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 56 |
| 1994 | Quantifying the influence of initial values on nonlinear prediction In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 8 |
| 2002 | Nonlinear time series modelling of highly fluctuating biological population over space - main results In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Nonparametric estimation of ratios of noise to signal in stochastic regression In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 6 |
| 2000 | Common structure in panels of short time series In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Cross-validatory bandwidth selection for regression estimation based on dependent data In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 7 |
| 1995 | On initial-condition sensitivity and prediction in nonlinear stochastic systems In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 1994 | On subset selection in non-parametric stochastic regression In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 13 |
| 1994 | On prediction and chaos in stochastic systems In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 4 |
| 1998 | A bootstrap detection for operational determinism In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
| 1996 | Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 84 |
| 2015 | Frontiers in Time Series and Financial Econometrics In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | On Bayesian Value at Risk: From Linear to Non-Linear Portfolios In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 4 |
| 2006 | A note on time-reversibility of multivariate linear processes In: Biometrika. [Full Text][Citation analysis] | article | 21 |
| 2006 | Semiparametric penalty function method in partially linear model selection In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Nonparametric and semiparametric regression model selection In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2012 | Discussion 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] | article | 0 |
| 2008 | Asset Pricing:A Structural Theory and Its Applications In: World Scientific Books. [Full Text][Citation analysis] | book | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team