Details about Pavel Cizek

Access statistics for papers by Pavel Cizek.

Last updated 2017-09-07. Update your information in the RePEc Author Service.

Short-id: pci54

Working Papers

2022

1. Nonseparable Panel Models with Index Structure and Correlated Random Effects
   Discussion Paper, Tilburg University, Center for Economic Research

2018

2. Ownership Networks Effects on Secured Borrowing
   Discussion Paper, Tilburg University, Center for Economic Research

2017

3. Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series
   Discussion Paper, Tilburg University, Center for Economic Research

2016

4. Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach
   Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

2015

5. GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)
   Discussion Paper, Tilburg University, Center for Economic Research
6. Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models
   Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

2014

7. Bias-Corrected Quantile Regression Estimation of Censored Regression Models
   Discussion Paper, Tilburg University, Center for Economic Research

2013

8. Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects
   Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

2012

9. The Determinants of VAT Introduction: A Spatial Duration Analysis
   Discussion Paper, Tilburg University, Center for Economic Research View citations (3)

2011

10. GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)
    Discussion Paper, Tilburg University, Center for Economic Research View citations (6)

2010

11. Modelling Conditional Heteroscedasticity in Nonstationary Series
    Discussion Paper, Tilburg University, Center for Economic Research
12. One-Step Robust Estimation of Fixed-Effects Panel Data Models
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2013)
13. Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2013)

2009

14. Generalized Methods of Trimmed Moments
    Discussion Paper, Tilburg University, Center for Economic Research

2008

15. Adaptive pointwise estimation in time-inhomogeneous time-series models
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) View citations (4)
16. Semiparametric Robust Estimation of Truncated and Censored Regression Models
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    See also Journal Article in Journal of Econometrics (2012)

2007

17. Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)
    Discussion Paper, Tilburg University, Center for Economic Research
18. Efficient Robust Estimation of Time-Series Regression Models
    Discussion Paper, Tilburg University, Center for Economic Research
19. General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)
    Discussion Paper, Tilburg University, Center for Economic Research
20. Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article in Journal of the American Statistical Association (2008)

2006

21. Robust Econometrics
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
22. Smoothed L-estimation of Regression Function
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002)
    See also Journal Article in Computational Statistics & Data Analysis (2008)

2005

23. Implied Trinomial Trees
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
24. Robust Estimation of Dimension Reduction Space
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005)
    See also Journal Article in Computational Statistics & Data Analysis (2006)
25. Trimmed Likelihood-based Estimation in Binary Regression Models
    Discussion Paper, Tilburg University, Center for Economic Research

2004

26. (Non) Linear Regression Modeling
    Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)
27. Asymptotics of Least Trimmed Squares Regression
    Discussion Paper, Tilburg University, Center for Economic Research
28. General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    See also Journal Article in Econometric Theory (2008)
29. Numerical Linear Algebra
    Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)

2003

30. Robust adaptive estimation of dimension reduction space
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

2002

31. Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
    Econometrics, University Library of Munich, Germany
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2001)
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
32. Robust Estimation with Discrete Explanatory Variables
    Econometrics, University Library of Munich, Germany
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2001)
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002)

2001

33. Robust estimation in nonlinear regression models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

2000

34. Least trimmed squares
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

1999

35. Quantile regression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)

Journal Articles

2013

1. One-step robust estimation of fixed-effects panel data models
   Computational Statistics & Data Analysis, 2013, 57, (1), 536-548 View citations (4)
   See also Working Paper (2010)
2. Reweighted least trimmed squares: an alternative to one-step estimators
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2013, 22, (3), 514-533 View citations (2)
   See also Working Paper (2010)

2012

3. Semiparametric robust estimation of truncated and censored regression models
   Journal of Econometrics, 2012, 168, (2), 347-366
   See also Working Paper (2008)
4. The least trimmed quantile regression
   Computational Statistics & Data Analysis, 2012, 56, (6), 1757-1770 View citations (4)

2011

5. Semiparametrically weighted robust estimation of regression models
   Computational Statistics & Data Analysis, 2011, 55, (1), 774-788 View citations (3)

2008

6. GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS
   Econometric Theory, 2008, 24, (6), 1500-1529 View citations (8)
   See also Working Paper (2004)
7. Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
   Journal of the American Statistical Association, 2008, 103, 687-696 View citations (2)
   See also Working Paper (2007)
8. Smoothed L-estimation of regression function
   Computational Statistics & Data Analysis, 2008, 52, (12), 5154-5162 View citations (1)
   See also Working Paper (2006)

2006

9. Robust estimation of dimension reduction space
   Computational Statistics & Data Analysis, 2006, 51, (2), 545-555 View citations (6)
   See also Working Paper (2005)

Edited books

2011

1. Statistical Tools for Finance and Insurance (2nd edition)
   HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology View citations (17)

2005

2. Statistical Tools for Finance and Insurance
   HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology View citations (95)