Howell Tong : Citation Profile

Are you Howell Tong?

London School of Economics (LSE)

8

H index

8

i10 index

501

Citations

RESEARCH PRODUCTION:

14

Articles

22

Papers

1

Books

RESEARCH ACTIVITY:

   22 years (1993 - 2015). See details.
   Cites by year: 22
   Journals where Howell Tong has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 7 (1.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto294
   Updated: 2024-12-03    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:

Härdle, Wolfgang (23)

GAO, Jiti (22)

Zhu, Lixing (13)

Cizek, Pavel (10)

LINTON, OLIVER (8)

Francq, Christian (7)

Li, Degui (7)

Zakoian, Jean-Michel (7)

Su, Liangjun (6)

Jasiak, Joann (6)

Donkers, Bas (5)

Cites to:

GAO, Jiti (10)

LINTON, OLIVER (6)

Fan, Jianqing (5)

Härdle, Wolfgang (4)

Robinson, Peter (3)

Shintani, Mototsugu (3)

Li, Qi (2)

Ait-Sahalia, Yacine (2)

CAI, ZONGWU (2)

Franses, Philip Hans (2)

Newey, Whitney (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 B2
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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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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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
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]		paper83
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
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In: .
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[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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