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Details about Pavel Cizek

Workplace:https://www.tilburguniversity.edu/research/economics-and-management/graduate-school, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

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

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

2017

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

2016

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

2015

  1. 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 Downloads
  2. Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)

2014

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

2013

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

2012

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

2011

  1. 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 Downloads View citations (3)

2010

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

2009

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

2008

  1. Adaptive pointwise estimation in time-inhomogeneous time-series models
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) Downloads View citations (2)
  2. Semiparametric Robust Estimation of Truncated and Censored Regression Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2012)

2007

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

2006

  1. Robust Econometrics
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
  2. Smoothed L-estimation of Regression Function
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2002) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2008)

2005

  1. Implied Trinomial Trees
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads
  2. Robust Estimation of Dimension Reduction Space
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2006)
  3. Trimmed Likelihood-based Estimation in Binary Regression Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2004

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

2003

  1. 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 Downloads

2002

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

2001

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

2000

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

1999

  1. Quantile regression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads 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 Downloads View citations (3)
    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 Downloads View citations (2)
    See also Working Paper (2010)

2012

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

2011

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

2008

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

2006

  1. Robust estimation of dimension reduction space
    Computational Statistics & Data Analysis, 2006, 51, (2), 545-555 Downloads View citations (5)
    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 Downloads View citations (8)

2005

  1. Statistical Tools for Finance and Insurance
    HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (75)
 
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