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 0 0 5 90
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 1 1 14 62
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 0 1 1 12 15
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 0 1 12 239
Asymptotics of Least Trimmed Squares Regression 0 0 0 0 0 0 10 16
Asymptotics of Least Trimmed Squares Regression 0 0 0 10 0 0 3 40
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 1 0 0 21 23
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 15 0 0 8 22
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 29 0 0 14 53
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 0 0 0 14 14
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 1 1 6 6
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 0 9 31
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 11 0 0 10 76
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 0 1 2 9 9
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 10 0 1 15 34
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 40 1 2 9 82
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 2 0 1 11 25
Financial Fragility Indexes for Latin American Countries 0 0 0 14 0 0 5 11
Financial Fragility Indexes for Latin American Countries 0 0 0 4 0 0 5 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 2 16 175
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 0 1 12 21
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 0 2 10 211
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 1 11 19
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 0 0 0 6 12
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 7 0 1 11 45
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 6 0 1 6 38
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 0 0 0 9 10
Generalized Methods of Trimmed Moments 0 0 3 9 2 2 22 52
Generalized Methods of Trimmed Moments 0 0 0 0 1 1 10 14
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 34 0 0 11 92
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 1 0 0 8 12
Implied trinomial trees 0 0 0 171 0 1 6 446
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 34 0 0 9 96
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 0 0 1 4 9
Least trimmed squares 0 0 1 63 1 1 6 294
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 9 0 0 13 56
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 0 0 1 8 13
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 1 0 0 8 15
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 12 0 2 12 19
Numerical Linear Algebra 0 0 1 24 1 1 14 120
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 13 0 0 8 58
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 2 0 0 8 11
Ownership Networks Effects on Secured Borrowing 0 0 0 0 0 0 13 19
Ownership Networks Effects on Secured Borrowing 0 0 0 13 0 1 6 58
Quantile regression 0 0 0 213 0 2 10 431
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 5 2 2 15 61
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 1 0 1 8 12
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 40 1 1 7 89
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 1 0 1 12 15
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 400 0 0 11 948
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 0 0 0 6 8
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 2 23
Robust Estimation with Discrete Explanatory Variables 0 0 0 203 0 1 12 520
Robust Estimation with Discrete Explanatory Variables 0 0 0 125 1 1 6 493
Robust adaptive estimation of dimension reduction space 0 0 0 9 0 1 11 46
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 2 0 1 11 43
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 1 0 0 6 9
Robust econometrics 0 0 0 258 0 0 10 1,114
Robust estimation in nonlinear regression and limited dependent variable models 0 0 0 63 0 0 4 372
Robust estimation in nonlinear regression models 0 0 0 86 0 0 2 346
Robust estimation of dimension reduction space 0 0 0 27 0 0 4 150
Robust estimation with discrete explanatory variables 0 0 0 1 0 1 26 46
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 1 1 0 1 11 15
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 6 0 1 14 55
Smoothed L-estimation of Regression Function 0 0 0 1 0 0 9 14
Smoothed L-estimation of Regression Function 0 0 0 5 0 2 12 46
Smoothed L-estimation of regression function 0 0 0 2 0 0 10 48
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 0 0 0 9 11
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 17 0 0 5 65
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 0 0 0 9 13
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 3 0 0 13 36
Total Working Papers 0 0 6 2,414 17 45 699 8,551

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 0 1 12 25
Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis 0 0 0 5 0 0 7 49
Estimation of spatial sample selection models: A partial maximum likelihood approach 0 0 1 3 0 0 18 35
GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS 0 0 0 17 1 1 13 76
Identification and estimation of nonseparable single-index models in panel data with correlated random effects 0 0 0 5 1 3 13 60
Jump-preserving varying-coefficient models for nonlinear time series 1 1 1 1 1 5 15 25
Nonseparable panel models with index structure and correlated random effects 0 0 0 0 1 3 18 18
One-step robust estimation of fixed-effects panel data models 0 0 0 29 0 0 25 129
Quantile-based smooth transition value at risk estimation 0 0 1 6 0 0 9 25
Reweighted least trimmed squares: an alternative to one-step estimators 0 0 1 6 2 3 14 47
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 28 0 1 9 88
Robust estimation and moment selection in dynamic fixed-effects panel data models 0 0 0 4 0 0 24 53
Robust estimation of dimension reduction space 0 0 0 22 0 3 13 114
Robust estimation of dynamic fixed-effects panel data models 0 1 1 17 0 2 13 71
Semiparametric robust estimation of truncated and censored regression models 0 0 0 34 0 1 14 189
Semiparametric transition models 0 0 0 2 0 1 6 14
Semiparametrically weighted robust estimation of regression models 0 1 1 28 0 1 11 102
Smoothed L-estimation of regression function 0 0 0 14 0 1 6 94
The least trimmed quantile regression 0 0 0 25 0 0 9 112
Total Journal Articles 1 3 6 248 6 26 249 1,326

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Statistics updated 2026-10-11