Details about Pavel Cizek

Access statistics for papers by Pavel Cizek.

Last updated 2024-07-08. Update your information in the RePEc Author Service.

Short-id: pci54

Working Papers

2024

1. Financial Fragility Indexes for Latin American Countries
   Other publications TiSEM, Tilburg University, School of Economics and Management
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2024)

2023

2. Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2023)

2022

3. Nonseparable Panel Models with Index Structure and Correlated Random Effects
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2022)

2020

4. Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2016) View citations (1)
   Discussion Paper, Tilburg University, Center for Economic Research (2016) View citations (1)
   See also Journal Article Estimation of spatial sample selection models: A partial maximum likelihood approach, Journal of Econometrics, Elsevier (2023) View citations (1) (2023)

2018

5. Ownership Networks Effects on Secured Borrowing
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2018)

2017

6. Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2017) View citations (1)
   See also Journal Article Jump-preserving varying-coefficient models for nonlinear time series, Econometrics and Statistics, Elsevier (2021) (2021)

2015

7. 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
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2015)
8. Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2015) View citations (1)
   See also Journal Article Robust estimation and moment selection in dynamic fixed-effects panel data models, Computational Statistics, Springer (2018) (2018)

2014

9. Bias-Corrected Quantile Regression Estimation of Censored Regression Models
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2014) View citations (1)
   See also Journal Article Bias-corrected quantile regression estimation of censored regression models, Statistical Papers, Springer (2018) (2018)

2013

10. 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)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2013) View citations (1)
    See also Journal Article Identification and estimation of nonseparable single-index models in panel data with correlated random effects, Journal of Econometrics, Elsevier (2018) View citations (3) (2018)

2012

11. The Determinants of VAT Introduction: A Spatial Duration Analysis
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) View citations (2)

2011

12. GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (5)

2010

13. Modelling Conditional Heteroscedasticity in Nonstationary Series
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
14. One-Step Robust Estimation of Fixed-Effects Panel Data Models
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (2)
    See also Journal Article One-step robust estimation of fixed-effects panel data models, Computational Statistics & Data Analysis, Elsevier (2013) View citations (7) (2013)
15. Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
    See also Journal Article Reweighted least trimmed squares: an alternative to one-step estimators, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (2013) View citations (2) (2013)

2009

16. Generalized Methods of Trimmed Moments
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009)

2008

17. Adaptive pointwise estimation in time-inhomogeneous time-series models
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2007) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (2007) View citations (4)
18. Semiparametric Robust Estimation of Truncated and Censored Regression Models
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2008) View citations (1)
    See also Journal Article Semiparametric robust estimation of truncated and censored regression models, Journal of Econometrics, Elsevier (2012) (2012)

2007

19. Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2007)
20. Efficient Robust Estimation of Time-Series Regression Models
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007)
21. General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007)
22. Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007)
    See also Journal Article Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models, Journal of the American Statistical Association, American Statistical Association (2008) View citations (2) (2008)

2006

23. Smoothed L-estimation of Regression Function
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002)
    See also Journal Article Smoothed L-estimation of regression function, Computational Statistics & Data Analysis, Elsevier (2008) View citations (1) (2008)

2005

24. Robust Estimation of Dimension Reduction Space
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2005)
    See also Journal Article Robust estimation of dimension reduction space, Computational Statistics & Data Analysis, Elsevier (2006) View citations (6) (2006)
25. Trimmed Likelihood-based Estimation in Binary Regression Models
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2005)

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
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2004)
28. General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2004) View citations (1)
    See also Journal Article GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS, Econometric Theory, Cambridge University Press (2008) View citations (8) (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 SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (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

2023

1. Estimation of spatial sample selection models: A partial maximum likelihood approach
   Journal of Econometrics, 2023, 232, (1), 214-243 View citations (1)
   See also Working Paper Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach, Cambridge Working Papers in Economics (2020) (2020)

2022

2. Semiparametric transition models
   Econometric Reviews, 2022, 41, (4), 400-415

2021

3. Jump-preserving varying-coefficient models for nonlinear time series
   Econometrics and Statistics, 2021, 19, (C), 58-96
   See also Working Paper Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series, Discussion Paper (2017) (2017)

2019

4. Quantile-based smooth transition value at risk estimation
   The Econometrics Journal, 2019, 22, (3), 241-261

2018

5. Bias-corrected quantile regression estimation of censored regression models
   Statistical Papers, 2018, 59, (1), 215-247
   See also Working Paper Bias-Corrected Quantile Regression Estimation of Censored Regression Models, Discussion Paper (2014) (2014)
6. Identification and estimation of nonseparable single-index models in panel data with correlated random effects
   Journal of Econometrics, 2018, 203, (1), 113-128 View citations (3)
   See also Working Paper Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects, Discussion Paper (2013) View citations (1) (2013)
7. Robust estimation and moment selection in dynamic fixed-effects panel data models
   Computational Statistics, 2018, 33, (2), 675-708
   See also Working Paper Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models, Other publications TiSEM (2015) View citations (1) (2015)

2017

8. Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis
   Oxford Bulletin of Economics and Statistics, 2017, 79, (1), 25-54 View citations (1)

2014

9. Robust estimation of dynamic fixed-effects panel data models
   Statistical Papers, 2014, 55, (1), 169-186 View citations (5)

2013

10. One-step robust estimation of fixed-effects panel data models
    Computational Statistics & Data Analysis, 2013, 57, (1), 536-548 View citations (7)
    See also Working Paper One-Step Robust Estimation of Fixed-Effects Panel Data Models, Other publications TiSEM (2010) (2010)
11. 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 Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators, Discussion Paper (2010) (2010)

2012

12. Semiparametric robust estimation of truncated and censored regression models
    Journal of Econometrics, 2012, 168, (2), 347-366
    See also Working Paper Semiparametric Robust Estimation of Truncated and Censored Regression Models, Discussion Paper (2008) View citations (1) (2008)
13. The least trimmed quantile regression
    Computational Statistics & Data Analysis, 2012, 56, (6), 1757-1770 View citations (5)

2011

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

2008

15. 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 General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models, Other publications TiSEM (2004) View citations (1) (2004)
16. 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 Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models, Other publications TiSEM (2007) (2007)
17. Smoothed L-estimation of regression function
    Computational Statistics & Data Analysis, 2008, 52, (12), 5154-5162 View citations (1)
    See also Working Paper Smoothed L-estimation of Regression Function, Discussion Paper (2006) (2006)

2006

18. Robust estimation of dimension reduction space
    Computational Statistics & Data Analysis, 2006, 51, (2), 545-555 View citations (6)
    See also Working Paper Robust Estimation of Dimension Reduction Space, Other publications TiSEM (2005) (2005)

Edited books

2011

1. Statistical Tools for Finance and Insurance (2nd edition)
   HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (21)

2005

2. Statistical Tools for Finance and Insurance
   HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology View citations (98)