Access Statistics for Pavel Cizek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Non) Linear Regression Modeling 0 0 0 15 2 3 6 90
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 0 1 1 11 14
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 4 4 12 60
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 4 7 11 238
Asymptotics of Least Trimmed Squares Regression 0 0 1 10 0 0 3 39
Asymptotics of Least Trimmed Squares Regression 0 0 0 0 3 4 11 16
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 2 15 2 2 10 21
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 1 4 12 21 23
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 29 2 5 13 52
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 0 1 3 14 14
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 2 2 5 5
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 2 2 10 31
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 11 2 2 10 76
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 0 1 1 7 7
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 40 3 5 7 80
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 2 1 3 12 24
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 10 3 4 16 33
Financial Fragility Indexes for Latin American Countries 0 0 0 14 2 3 6 11
Financial Fragility Indexes for Latin American Countries 0 0 0 4 0 1 6 11
GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003) 0 0 0 47 2 6 12 170
GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003) 0 0 0 2 2 2 11 20
GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134) 0 0 0 99 1 4 9 209
GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134) 0 0 0 0 1 2 10 17
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 7 2 4 10 44
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 0 2 3 7 12
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 0 3 3 8 9
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 6 2 2 5 37
Generalized Methods of Trimmed Moments 0 0 0 0 2 4 8 12
Generalized Methods of Trimmed Moments 0 0 3 9 2 2 18 48
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 1 2 3 6 10
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 34 3 5 12 92
Implied trinomial trees 0 0 0 171 3 4 5 445
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 0 0 0 5 8
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 34 3 3 6 93
Least trimmed squares 0 0 1 63 1 1 4 292
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 0 3 3 6 11
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 9 5 5 14 56
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 12 3 4 11 17
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 1 1 1 8 14
Numerical Linear Algebra 0 0 1 24 2 3 12 117
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 2 2 2 7 10
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 13 0 1 11 58
Ownership Networks Effects on Secured Borrowing 0 0 0 0 3 4 13 17
Ownership Networks Effects on Secured Borrowing 0 0 0 13 1 2 5 57
Quantile regression 0 0 0 213 0 1 10 428
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 5 3 3 11 57
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 1 1 4 4 8 10
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 1 2 3 13 14
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 40 0 0 5 85
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 400 1 5 10 946
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 192 0 0 5 748
Robust Estimation of Dimension Reduction Space 0 0 0 2 1 1 2 23
Robust Estimation of Dimension Reduction Space 0 0 0 0 3 3 6 8
Robust Estimation with Discrete Explanatory Variables 0 0 0 125 2 2 6 492
Robust Estimation with Discrete Explanatory Variables 0 0 0 203 3 6 15 519
Robust adaptive estimation of dimension reduction space 0 0 0 9 1 4 11 45
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 2 0 2 11 42
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 1 2 3 5 7
Robust econometrics 0 0 0 258 5 6 12 1,113
Robust estimation in nonlinear regression and limited dependent variable models 0 0 0 63 0 1 4 372
Robust estimation in nonlinear regression models 0 0 0 86 0 1 2 346
Robust estimation of dimension reduction space 0 0 0 27 0 0 5 150
Robust estimation with discrete explanatory variables 0 0 0 1 1 12 25 44
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 6 1 7 13 54
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 1 1 5 7 10 13
Smoothed L-estimation of Regression Function 0 0 0 1 4 4 8 13
Smoothed L-estimation of Regression Function 0 0 0 5 2 3 9 43
Smoothed L-estimation of regression function 0 0 0 2 0 4 10 48
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 17 2 2 4 64
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 0 3 3 8 10
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 3 4 4 12 35
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 0 4 6 8 12
Total Working Papers 0 0 10 2,414 143 234 662 8,461

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias-corrected quantile regression estimation of censored regression models 0 0 0 2 5 6 11 24
Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis 0 0 0 5 1 2 9 49
Estimation of spatial sample selection models: A partial maximum likelihood approach 0 0 2 3 5 7 21 35
GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS 0 0 0 17 3 4 12 74
Identification and estimation of nonseparable single-index models in panel data with correlated random effects 0 0 0 5 3 4 13 57
Jump-preserving varying-coefficient models for nonlinear time series 0 0 0 0 1 2 11 19
Nonseparable panel models with index structure and correlated random effects 0 0 0 0 3 5 14 14
One-step robust estimation of fixed-effects panel data models 0 0 0 29 5 7 26 129
Quantile-based smooth transition value at risk estimation 0 0 0 5 0 4 8 24
Reweighted least trimmed squares: an alternative to one-step estimators 0 0 1 6 4 4 10 43
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 28 0 1 7 86
Robust estimation and moment selection in dynamic fixed-effects panel data models 0 0 0 4 2 3 24 50
Robust estimation of dimension reduction space 0 0 0 22 3 3 13 111
Robust estimation of dynamic fixed-effects panel data models 0 0 0 16 1 2 13 69
Semiparametric robust estimation of truncated and censored regression models 0 0 1 34 3 5 12 186
Semiparametric transition models 0 0 0 2 0 1 5 12
Semiparametrically weighted robust estimation of regression models 0 0 0 27 3 4 11 100
Smoothed L-estimation of regression function 0 0 0 14 1 1 6 93
The least trimmed quantile regression 0 0 0 25 0 1 9 111
Total Journal Articles 0 0 4 244 43 66 235 1,286

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Statistics updated 2026-05-06