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
Jump to Journal Articles Edited books
Working Papers
2018
- Ownership Networks Effects on Secured Borrowing
Discussion Paper, Tilburg University, Center for Economic Research
2017
- Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series
Discussion Paper, Tilburg University, Center for Economic Research
2016
- Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach
Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
2015
- 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
- Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models
Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
2014
- Bias-Corrected Quantile Regression Estimation of Censored Regression Models
Discussion Paper, Tilburg University, Center for Economic Research
2013
- 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
- The Determinants of VAT Introduction: A Spatial Duration Analysis
Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
2011
- 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 (3)
2010
- Modelling Conditional Heteroscedasticity in Nonstationary Series
Discussion Paper, Tilburg University, Center for Economic Research
- 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)
- 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
- Generalized Methods of Trimmed Moments
Discussion Paper, Tilburg University, Center for Economic Research
2008
- 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 (2)
- 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
- Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)
Discussion Paper, Tilburg University, Center for Economic Research
- Efficient Robust Estimation of Time-Series Regression Models
Discussion Paper, Tilburg University, Center for Economic Research
- General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)
Discussion Paper, Tilburg University, Center for Economic Research
- 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
- Robust Econometrics
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
- 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
- Implied Trinomial Trees
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
- 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)
- Trimmed Likelihood-based Estimation in Binary Regression Models
Discussion Paper, Tilburg University, Center for Economic Research
2004
- (Non) Linear Regression Modeling
Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)
- Asymptotics of Least Trimmed Squares Regression
Discussion Paper, Tilburg University, Center for Economic Research
- 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)
- Numerical Linear Algebra
Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)
2003
- 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
- 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)
- 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
- 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
- Least trimmed squares
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
1999
- 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
- One-step robust estimation of fixed-effects panel data models
Computational Statistics & Data Analysis, 2013, 57, (1), 536-548 View citations (3)
See also Working Paper (2010)
- 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
- Semiparametric robust estimation of truncated and censored regression models
Journal of Econometrics, 2012, 168, (2), 347-366 
See also Working Paper (2008)
- The least trimmed quantile regression
Computational Statistics & Data Analysis, 2012, 56, (6), 1757-1770 View citations (3)
2011
- Semiparametrically weighted robust estimation of regression models
Computational Statistics & Data Analysis, 2011, 55, (1), 774-788 View citations (3)
2008
- 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)
- 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)
- Smoothed L-estimation of regression function
Computational Statistics & Data Analysis, 2008, 52, (12), 5154-5162 View citations (1)
See also Working Paper (2006)
2006
- Robust estimation of dimension reduction space
Computational Statistics & Data Analysis, 2006, 51, (2), 545-555 View citations (5)
See also Working Paper (2005)
Edited books
2011
- Statistical Tools for Finance and Insurance (2nd edition)
HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology View citations (8)
2005
- Statistical Tools for Finance and Insurance
HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology View citations (75)
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