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Pavel Cizek

Personal Details

First Name:Pavel
Middle Name:
Last Name:Cizek
Suffix:
RePEc Short-ID:pci54
[This author has chosen not to make the email address public]
Terminal Degree:2002 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) (from RePEc Genealogy)

Affiliation

CentER Graduate School for Economics and Business
School of Economics and Management
Universiteit van Tilburg

Tilburg, Netherlands
https://www.tilburguniversity.edu/research/economics-and-management/graduate-school
RePEc:edi:cekubnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Martinez Ventura, Constanza & Cizek, Pavel & Benink, Harald, 2024. "Financial Fragility Indexes for Latin American Countries," Other publications TiSEM 1209023d-1570-4c78-a0e5-7, Tilburg University, School of Economics and Management.
  2. Martinez Ventura, Constanza & Cizek, Pavel & Benink, Harald, 2024. "Financial Fragility Indexes for Latin American Countries," Discussion Paper 2024-004, Tilburg University, Center for Economic Research.
  3. Chen, Weihao & Cizek, Pavel, 2023. "Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models," Discussion Paper 2023-028, Tilburg University, Center for Economic Research.
  4. Chen, Weihao & Cizek, Pavel, 2023. "Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models," Other publications TiSEM 9bf2c16c-522f-4223-8037-c, Tilburg University, School of Economics and Management.
  5. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Other publications TiSEM 7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
  6. Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
  7. Rabovic, R. & Cizek, P., 2020. "Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach," Cambridge Working Papers in Economics 2012, Faculty of Economics, University of Cambridge.
  8. Martínez, Constanza & Cizek, Pavel & León, C., 2018. "Ownership Networks Effects on Secured Borrowing," Discussion Paper 2018-015, Tilburg University, Center for Economic Research.
  9. Martínez, Constanza & Cizek, Pavel & León, C., 2018. "Ownership Networks Effects on Secured Borrowing," Other publications TiSEM acb00047-4136-4a18-b5a4-a, Tilburg University, School of Economics and Management.
  10. Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Other publications TiSEM c849e96f-3ad1-461e-96c6-f, Tilburg University, School of Economics and Management.
  11. Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper 2017-017, Tilburg University, Center for Economic Research.
  12. Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM 8a4b2e5d-6787-4685-8b9e-1, Tilburg University, School of Economics and Management.
  13. Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 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 2015-003, Tilburg University, Center for Economic Research.
  14. Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Other publications TiSEM b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
  15. Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Other publications TiSEM 39d0f613-007f-4d21-b1e2-b, Tilburg University, School of Economics and Management.
  16. Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Discussion Paper 2015-002, Tilburg University, Center for Economic Research.
  17. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Discussion Paper 2014-060, Tilburg University, Center for Economic Research.
  18. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
  19. Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Discussion Paper 2013-062, Tilburg University, Center for Economic Research.
  20. Cizek, P. & Lei, J., 2013. "Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects," Other publications TiSEM 73e394eb-6799-4c79-af23-8, Tilburg University, School of Economics and Management.
  21. Cizek, P. & Lei, J. & Ligthart, J.E., 2012. "The Determinants of VAT Introduction : A Spatial Duration Analysis," Discussion Paper 2012-071, Tilburg University, Center for Economic Research.
  22. Cizek, P. & Lei, J. & Ligthart, J.E., 2012. "The Determinants of VAT Introduction : A Spatial Duration Analysis," Other publications TiSEM 835efbcb-4537-4dab-aaa3-c, Tilburg University, School of Economics and Management.
  23. Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
  24. Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Other publications TiSEM b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
  25. Aquaro, M. & Cizek, P., 2010. "One-Step Robust Estimation of Fixed-Effects Panel Data Models," Other publications TiSEM de8330cc-ac73-4aac-a555-9, Tilburg University, School of Economics and Management.
  26. Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Discussion Paper 2010-91, Tilburg University, Center for Economic Research.
  27. Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Other publications TiSEM a5a7b05f-5f1f-46ed-8ce8-5, Tilburg University, School of Economics and Management.
  28. Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Other publications TiSEM 850c8dcb-835b-4d68-ab98-6, Tilburg University, School of Economics and Management.
  29. Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Discussion Paper 2010-84, Tilburg University, Center for Economic Research.
  30. Aquaro, M. & Cizek, P., 2010. "One-Step Robust Estimation of Fixed-Effects Panel Data Models," Discussion Paper 2010-110, Tilburg University, Center for Economic Research.
  31. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper 2009-25, Tilburg University, Center for Economic Research.
  32. Cizek, P., 2008. "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper 2008-34, Tilburg University, Center for Economic Research.
  33. Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers 2008-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  34. Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008. "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers 2008-002, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  35. Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
  36. Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper 2007-12, Tilburg University, Center for Economic Research.
  37. Cizek, P., 2007. "Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)," Discussion Paper 2007-87, Tilburg University, Center for Economic Research.
  38. Cizek, P., 2007. "Efficient Robust Estimation of Time-Series Regression Models," Discussion Paper 2007-95, Tilburg University, Center for Economic Research.
  39. Cizek, P. & Tamine, J. & Härdle, W.K., 2006. "Smoothed L-estimation of Regression Function," Discussion Paper 2006-20, Tilburg University, Center for Economic Research.
  40. Čίžek, Pavel & Härdle, Wolfgang Karl, 2006. "Robust econometrics," SFB 649 Discussion Papers 2006-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  41. Cizek, P., 2005. "Trimmed Likelihood-based Estimation in Binary Regression Models," Discussion Paper 2005-108, Tilburg University, Center for Economic Research.
  42. Cizek, P. & Härdle, W.K., 2005. "Robust Estimation of Dimension Reduction Space," Discussion Paper 2005-31, Tilburg University, Center for Economic Research.
  43. Čίžek, Pavel & Komorád, Karel, 2005. "Implied trinomial trees," SFB 649 Discussion Papers 2005-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  44. Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Discussion Paper 2004-130, Tilburg University, Center for Economic Research.
  45. Cizek, P., 2004. "Asymptotics of Least Trimmed Squares Regression," Discussion Paper 2004-72, Tilburg University, Center for Economic Research.
  46. Čížek, Pavel & Čížková, Lenka, 2004. "Numerical Linear Algebra," Papers 2004,23, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  47. Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  48. Čížek, Pavel & Härdle, Wolfgang, 2003. "Robust adaptive estimation of dimension reduction space," SFB 373 Discussion Papers 2003,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  49. Pavel Cizek, 2001. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," CERGE-EI Working Papers wp189, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  50. Pavel Cizek, 2001. "Robust Estimation with Discrete Explanatory Variables," CERGE-EI Working Papers wp183, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  51. Čížek, Pavel, 2001. "Robust estimation in nonlinear regression models," SFB 373 Discussion Papers 2001,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  52. Čížek, Pavel & Víšek, Jan Ámos, 2000. "Least trimmed squares," SFB 373 Discussion Papers 2000,53, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  53. Čížek, Pavel, 1999. "Quantile regression," SFB 373 Discussion Papers 1999,78, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    repec:hum:wpaper:sfb649dp2005-015 is not listed on IDEAS

Articles

  1. Rabovič, Renata & Čížek, Pavel, 2023. "Estimation of spatial sample selection models: A partial maximum likelihood approach," Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
  2. Pavel Čížek & Chao Hui Koo, 2022. "Semiparametric transition models," Econometric Reviews, Taylor & Francis Journals, vol. 41(4), pages 400-415, April.
  3. Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
  4. Stefan Hubner & Pavel Čížek, 2019. "Quantile-based smooth transition value at risk estimation," The Econometrics Journal, Royal Economic Society, vol. 22(3), pages 241-261.
  5. P. Čížek & S. Sadikoglu, 2018. "Bias-corrected quantile regression estimation of censored regression models," Statistical Papers, Springer, vol. 59(1), pages 215-247, March.
  6. P. Čížek & M. Aquaro, 2018. "Robust estimation and moment selection in dynamic fixed-effects panel data models," Computational Statistics, Springer, vol. 33(2), pages 675-708, June.
  7. Čížek, Pavel & Lei, Jinghua, 2018. "Identification and estimation of nonseparable single-index models in panel data with correlated random effects," Journal of Econometrics, Elsevier, vol. 203(1), pages 113-128.
  8. Pavel Čížek & Jinghua Lei & Jenny E. Ligthart, 2017. "Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(1), pages 25-54, February.
  9. Michele Aquaro & Pavel Čížek, 2014. "Robust estimation of dynamic fixed-effects panel data models," Statistical Papers, Springer, vol. 55(1), pages 169-186, February.
  10. Aquaro, M. & Čížek, P., 2013. "One-step robust estimation of fixed-effects panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 536-548.
  11. Pavel Čížek, 2013. "Reweighted least trimmed squares: an alternative to one-step estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 514-533, September.
  12. Čížek, Pavel, 2012. "Semiparametric robust estimation of truncated and censored regression models," Journal of Econometrics, Elsevier, vol. 168(2), pages 347-366.
  13. Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N., 2012. "The least trimmed quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1757-1770.
  14. Cízek, Pavel, 2011. "Semiparametrically weighted robust estimation of regression models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 774-788, January.
  15. Cizek, Pavel, 2008. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 687-696, June.
  16. Čížek, Pavel, 2008. "General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1500-1529, December.
  17. Ci­zek, P. & Tamine, J. & Härdle, W., 2008. "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5154-5162, August.
  18. Cizek, P. & Hardle, W., 2006. "Robust estimation of dimension reduction space," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 545-555, November.

Books

  1. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2011. "Statistical Tools for Finance and Insurance (2nd edition)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook1101, December.
  2. Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005. "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook0501, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 2002-06-13 2002-06-13 2015-01-09 2015-02-05 2015-02-11 2016-04-23 2017-04-09 2022-04-18 2023-11-27. Author is listed
  2. NEP-ORE: Operations Research (5) 2015-01-09 2015-02-05 2016-04-23 2017-04-09 2020-07-13. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (3) 2015-02-11 2016-04-23 2018-05-14
  4. NEP-BAN: Banking (1) 2008-01-12
  5. NEP-ETS: Econometric Time Series (1) 2017-04-09
  6. NEP-FDG: Financial Development and Growth (1) 2024-03-25
  7. NEP-LAM: Central and South America (1) 2024-04-08
  8. NEP-RMG: Risk Management (1) 2008-01-12

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