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Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce

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Volume 24 (2020)

An interview with Howell Tong

Fredj Jawadi
Published Online: 2019-12-12 | DOI: https://doi.org/10.1515/snde-2019-0097


Howell Tong (simplified Chinese: 汤家豪) is a pioneer in the field of nonlinear time series analysis, linking it with deterministic chaos. He is the father of the threshold time series models, which have extensive applications in ecology, economics, epidemiology and finance. Since October 1, 2009, he has been an Emeritus Professor at the London School of Economics and was twice (2009, 2010) holder of the Saw Swee Hock Professorship of Statistics at the National University of Singapore. He was a Distinguished Visiting Professor of Statistics at the University of Hong Kong from 2005 to 2013. He got a Master in Science degree in 1969 and a Doctor of Philosophy degree in 1972 from the University of Manchester Institute of Science and Technology (UMIST), where he studied under Maurice Priestley. From 1999 to September 2009, Tong was Chair of Statistics at LSE and founded the Centre for the Analysis of Time Series. Between 1997 and 2004, Tong was also Chair Professor of Statistics, Founding Dean of the Graduate School and later Pro-Vice Chancellor, University of Hong Kong. He was elected a Fellow of the Institute of Mathematical Statistics in 1993, an Honorary Fellow of the Institute of Actuaries, England in 1999, and a Foreign Member of the Norwegian Academy of Science and Letters in 2000. In 2000, he became the first statistician to win the (class II) the State Prize in Natural Sciences in China. In 2002, the University of Hong Kong gave him their then-highest award, the Distinguished Research Achievement Award, carrying with it a research grant of HK$1,000,000 per annum for three years. The Royal Statistical Society, UK, awarded him their Guy Medal in Silver in 2007 in recognition of his “…many important contributions to time series analysis over a distinguished career and in particular for his fundamental and highly influential paper ‘Threshold autoregression, limit cycles and cyclical data,’ read to the Society in 1980, which paved the way for a major body of work in non-linear time series modelling.” In 2012, the International Chinese Statistical Association awarded him the Distinguished Achievement Award. Tong is also a Distinguished Professor-at-Large at the University of Electronic Science and Technology of China in Chengdu, China, and a Distinguished Visiting Professor at Tsinghua University in Beijing, China.

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Keywords: Asymmetry; nonlinearity; threshold models

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Published Online: 2019-12-12

Citation Information: Studies in Nonlinear Dynamics & Econometrics, 20190097, ISSN (Online) 1558-3708, DOI: https://doi.org/10.1515/snde-2019-0097.

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