Pavel Cizek

Tilburg University - Department of Econometrics & Operations Research

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

17

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CITATIONS
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23

Scholarly Papers (17)

1.

GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors

CentER Discussion Paper No. 2015-003
Number of pages: 67 Posted: 12 Dec 2011 Last Revised: 21 Jan 2015
Tilburg University - Department of Econometrics & Operations Research, University of Groningen - Faculty of Economics and Business, Tilburg University - CentER, Department of Economics and Erasmus University Rotterdam (EUR)
Downloads 487 (56,522)
Citation 2

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dynamic panel models, spatial lag, spatial error, GMM estimation

2.

The Determinants of VAT Introduction: A Spatial Duration Analysis

CentER Discussion Paper Series No. 2012-071
Number of pages: 35 Posted: 29 Aug 2012
Pavel Cizek, Jinghua Lei and Jenny E. Ligthart
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - CentER, Department of Economics
Downloads 137 (207,844)
Citation 1

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Spatial duration, MCMC, Metropolis-Hastings algorithm, Value-Added Tax

3.

Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach

CentER Discussion Paper Series No. 2016-013
Number of pages: 78 Posted: 07 Apr 2016
Renata Rabovic and Pavel Cizek
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 131 (216,737)

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asymptotic distribution, maximum likelihood, near epoch dependence, sample selection model

4.

Semiparametric Robust Estimation of Truncated and Censored Regression Models

CentER Discussion Paper Series No. 2008-34
Number of pages: 39 Posted: 02 Apr 2008
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Downloads 96 (268,992)

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asymptotic normality, censored regression, one-step estimation, robust estimation, trimming, truncated regression

5.

Efficient Robust Estimation of Time-Series Regression Models

CentER Discussion Paper No. 2007-95
Number of pages: 12 Posted: 10 Dec 2007
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Downloads 93 (274,616)

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Asymptotic efficiency, least weighted squares, robust regression, time series

6.

Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models

CentER Discussion Paper Series No. 2007-35
Number of pages: 46 Posted: 18 Jun 2007
Pavel Cizek, Wolfgang K. Härdle and V. Spokoiny
Tilburg University - Department of Econometrics & Operations Research, Humboldt University of Berlin - Institute for Statistics and Econometrics and Weierstras Institute for Applied Analysis and Stochastics (WIAS)
Downloads 82 (297,016)
Citation 2

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adaptive pointwise estimation, autoregressive models, conditional heteroscedasticity models, local time-homogeneity

7.

Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models

CentER Discussion Paper Series No. 2007-12
Number of pages: 30 Posted: 03 May 2007
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Downloads 75 (313,020)
Citation 2

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asymptotic efficiency, binary-choice regression, breakdown point, maximum likelihood estimation, robust estimation, trimming

8.

Smoothed L-Estimation of Regression Function

CentER Discussion Paper No. 2006-20
Number of pages: 23 Posted: 17 Apr 2006
Tilburg University - Department of Econometrics & Operations Research, University of Angers - Research Group in Quantitative Saving (GREQAM) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 74 (315,450)
Citation 1

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nonparametric regression, L-estimation, smoothed cumulative distribution function

9.

Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects

CentER Discussion Paper Series No. 2013-062
Number of pages: 37 Posted: 12 Nov 2013
Pavel Cizek and Jinghua Lei
Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 73 (317,896)

Abstract:

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C14, C23

10.

General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models

CentER Discussion Paper No. 2007-65 (Revised version of CentER Discussion Paper No. 2007-01, December 2006)
Number of pages: 42 Posted: 21 Feb 2005
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Downloads 72 (320,306)
Citation 9

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asymptotic normality, regression, robust estimation, trimming

11.

One-Step Robust Estimation of Fixed-Effects Panel Data Models

CentER Discussion Paper Series No. 2010-110
Number of pages: 28 Posted: 21 Oct 2010
Michele Aquaro and Pavel Cizek
European Commission, Joint Research Centre and Tilburg University - Department of Econometrics & Operations Research
Downloads 71 (322,760)
Citation 2

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breakdown point, fixed effects, panel data, robust estimation

12.

Bias-Corrected Quantile Regression Estimation of Censored Regression Models

CentER Discussion Paper Series No. 2014-060
Number of pages: 45 Posted: 07 Oct 2014
Pavel Cizek and Serhan Sadikoglu
Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 62 (346,589)

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asymptotic normality, censored regression, indirect inference, quantile regression

13.

Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators

CentER Discussion Paper Series No. 2010-100
Number of pages: 35 Posted: 02 Oct 2010
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Downloads 53 (373,690)
Citation 4

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Asymptotic Efficiency, Breakdown Point, Least Trimmed Squares

14.

Generalized Method of Trimmed Moments

CentER Discussion Paper Series No. 2009-25
Number of pages: 42 Posted: 15 Apr 2009
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Downloads 42 (411,712)
Citation 1

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asymptotic normality, generalized method of moments, instrumental variables regression, robust estimation, trimming

15.

Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models

CentER Discussion Paper Series No. 2015-002
Number of pages: 39 Posted: 21 Jan 2015
Pavel Cizek and Michele Aquaro
Tilburg University - Department of Econometrics & Operations Research and European Commission, Joint Research Centre
Downloads 40 (419,161)

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dynamic panel data, fixed effects, generalized method of moments, influence

16.

Modeling Conditional Heteroscedasticity in Nonstationary Series

CentER Discussion Paper Series No. 2010-84
Number of pages: 31 Posted: 21 Aug 2010 Last Revised: 11 Sep 2010
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Downloads 32 (452,214)

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Adaptive Estimation, Conditional Heteroscedasticity, Varying-Coefficient Models, Time Series

17.

Ownership Networks Effects on Secured Borrowing

CentER Discussion Paper Series No. 2018-015
Number of pages: 35 Posted: 08 May 2018
Banco de la Republica, Tilburg University - Department of Econometrics & Operations Research and Banco de la República (Central Bank of Colombia)
Downloads 10 (574,533)

Abstract:

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funding costs, short-term liquidity, spatial panel data models