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 2 6 90
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 0 0 1 11 14
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 0 5 13 61
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 0 4 11 238
Asymptotics of Least Trimmed Squares Regression 0 0 1 10 1 1 4 40
Asymptotics of Least Trimmed Squares Regression 0 0 0 0 0 3 11 16
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 1 15 0 3 9 22
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 1 0 4 21 23
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 0 0 1 14 14
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 29 0 3 14 53
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 2 10 31
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 2 5 5
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 11 0 2 10 76
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 0 0 1 7 7
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 10 0 3 15 33
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 40 0 3 7 80
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 2 0 1 11 24
Financial Fragility Indexes for Latin American Countries 0 0 0 14 0 2 6 11
Financial Fragility Indexes for Latin American Countries 0 0 0 4 0 0 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 1 5 15 173
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 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 0 1 2 11 18
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 1 8 209
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 0 0 2 7 12
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 7 0 2 10 44
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 6 0 2 5 37
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 0 0 4 9 10
Generalized Methods of Trimmed Moments 0 0 3 9 0 4 20 50
Generalized Methods of Trimmed Moments 0 0 0 0 0 3 9 13
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 1 0 4 8 12
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 34 0 3 12 92
Implied trinomial trees 0 0 0 171 0 3 5 445
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 34 2 6 9 96
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 0 0 0 5 8
Least trimmed squares 0 0 1 63 1 2 5 293
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 0 0 4 7 12
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 9 0 5 14 56
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 1 0 2 9 15
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 12 0 3 11 17
Numerical Linear Algebra 0 0 1 24 1 4 14 119
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 2 1 3 8 11
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 13 0 0 11 58
Ownership Networks Effects on Secured Borrowing 0 0 0 13 0 1 5 57
Ownership Networks Effects on Secured Borrowing 0 0 0 0 1 5 15 19
Quantile regression 0 0 0 213 1 1 10 429
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 1 1 0 5 9 11
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 5 0 5 13 59
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 40 2 3 8 88
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 1 0 2 11 14
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 400 2 3 12 948
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 2 0 1 2 23
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 3 6 8
Robust Estimation with Discrete Explanatory Variables 0 0 0 125 0 2 6 492
Robust Estimation with Discrete Explanatory Variables 0 0 0 203 0 3 12 519
Robust adaptive estimation of dimension reduction space 0 0 0 9 0 1 11 45
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 1 1 4 7 9
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 2 0 0 11 42
Robust econometrics 0 0 0 258 0 6 12 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 5 150
Robust estimation with discrete explanatory variables 0 0 0 1 0 2 26 45
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 1 1 1 6 11 14
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 6 0 1 13 54
Smoothed L-estimation of Regression Function 0 0 0 1 0 5 9 14
Smoothed L-estimation of Regression Function 0 0 0 5 1 3 10 44
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 4 9 11
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 17 0 3 5 65
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 3 0 5 13 36
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 0 0 5 9 13
Total Working Papers 0 0 9 2,414 17 188 695 8,506

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 5 11 24
Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis 0 0 0 5 0 1 9 49
Estimation of spatial sample selection models: A partial maximum likelihood approach 0 0 1 3 0 5 19 35
GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS 0 0 0 17 0 4 13 75
Identification and estimation of nonseparable single-index models in panel data with correlated random effects 0 0 0 5 0 3 13 57
Jump-preserving varying-coefficient models for nonlinear time series 0 0 0 0 0 2 12 20
Nonseparable panel models with index structure and correlated random effects 0 0 0 0 1 4 15 15
One-step robust estimation of fixed-effects panel data models 0 0 0 29 0 5 26 129
Quantile-based smooth transition value at risk estimation 1 1 1 6 1 1 9 25
Reweighted least trimmed squares: an alternative to one-step estimators 0 0 1 6 0 5 11 44
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 28 0 1 8 87
Robust estimation and moment selection in dynamic fixed-effects panel data models 0 0 0 4 1 5 26 53
Robust estimation of dimension reduction space 0 0 0 22 0 3 13 111
Robust estimation of dynamic fixed-effects panel data models 0 0 0 16 0 1 13 69
Semiparametric robust estimation of truncated and censored regression models 0 0 0 34 0 5 13 188
Semiparametric transition models 0 0 0 2 0 1 6 13
Semiparametrically weighted robust estimation of regression models 0 0 0 27 1 4 12 101
Smoothed L-estimation of regression function 0 0 0 14 0 1 5 93
The least trimmed quantile regression 0 0 0 25 0 1 9 112
Total Journal Articles 1 1 3 245 4 57 243 1,300

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Statistics updated 2026-07-10