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 1 2 4 88
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 0 0 9 10 13
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 0 5 8 56
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 2 5 6 233
Asymptotics of Least Trimmed Squares Regression 0 0 1 10 0 1 3 39
Asymptotics of Least Trimmed Squares Regression 0 0 0 0 1 7 8 13
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 1 4 9 13 15
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 2 15 0 4 8 19
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 29 2 7 10 49
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 0 2 3 13 13
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 5 9 29
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 1 3 3
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 11 0 6 8 74
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 0 0 5 6 6
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 2 2 7 11 23
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 40 2 4 4 77
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 10 0 7 12 29
Financial Fragility Indexes for Latin American Countries 0 0 0 4 1 5 6 11
Financial Fragility Indexes for Latin American Countries 0 0 0 14 0 1 3 8
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 3 8 9 167
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 7 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 1 4 6 206
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 6 9 16
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 0 0 3 4 9
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 7 1 5 7 41
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 0 0 3 5 6
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 6 0 3 3 35
Generalized Methods of Trimmed Moments 0 0 0 0 2 5 6 10
Generalized Methods of Trimmed Moments 0 3 3 9 0 16 16 46
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 1 1 3 4 8
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 34 1 4 8 88
Implied trinomial trees 0 0 0 171 1 2 2 442
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 0 0 2 5 8
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 34 0 3 3 90
Least trimmed squares 0 0 1 63 0 2 3 291
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 9 0 6 9 51
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 0 0 3 3 8
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 1 0 4 7 13
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 12 0 2 7 13
Numerical Linear Algebra 0 1 1 24 0 6 9 114
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 2 0 1 5 8
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 13 1 2 12 58
Ownership Networks Effects on Secured Borrowing 0 0 0 0 0 5 9 13
Ownership Networks Effects on Secured Borrowing 0 0 0 13 1 3 4 56
Quantile regression 0 0 0 213 0 5 9 427
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 5 0 6 8 54
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 1 1 0 1 4 6
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 1 0 5 10 11
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 40 0 1 5 85
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 400 3 5 9 944
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 1 192 0 4 6 748
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 2 3 5
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 1 1 22
Robust Estimation with Discrete Explanatory Variables 0 0 0 125 0 0 4 490
Robust Estimation with Discrete Explanatory Variables 0 0 0 203 3 7 12 516
Robust adaptive estimation of dimension reduction space 0 0 0 9 2 7 9 43
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 2 2 8 11 42
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 1 1 2 3 5
Robust econometrics 0 0 0 258 1 3 8 1,108
Robust estimation in nonlinear regression and limited dependent variable models 0 0 1 63 0 3 4 371
Robust estimation in nonlinear regression models 0 0 0 86 1 1 2 346
Robust estimation of dimension reduction space 0 0 0 27 0 3 5 150
Robust estimation with discrete explanatory variables 0 0 0 1 9 18 22 41
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 1 1 1 2 4 7
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 6 6 12 12 53
Smoothed L-estimation of Regression Function 0 0 0 1 0 2 4 9
Smoothed L-estimation of Regression Function 0 0 0 5 1 3 7 41
Smoothed L-estimation of regression function 0 0 0 2 3 7 9 47
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 0 0 0 5 7
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 17 0 1 2 62
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 0 2 4 4 8
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 3 0 6 8 31
Total Working Papers 0 4 12 2,414 65 320 501 8,292

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 1 3 6 19
Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis 0 0 0 5 1 3 8 48
Estimation of spatial sample selection models: A partial maximum likelihood approach 0 0 2 3 1 10 16 29
GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS 0 0 0 17 0 5 8 70
Identification and estimation of nonseparable single-index models in panel data with correlated random effects 0 0 0 5 1 4 10 54
Jump-preserving varying-coefficient models for nonlinear time series 0 0 0 0 1 5 10 18
Nonseparable panel models with index structure and correlated random effects 0 0 0 0 2 7 11 11
One-step robust estimation of fixed-effects panel data models 0 0 0 29 2 7 23 124
Quantile-based smooth transition value at risk estimation 0 0 0 5 0 3 4 20
Reweighted least trimmed squares: an alternative to one-step estimators 0 0 1 6 0 4 6 39
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 28 1 6 7 86
Robust estimation and moment selection in dynamic fixed-effects panel data models 0 0 0 4 1 18 24 48
Robust estimation of dimension reduction space 0 0 0 22 0 6 10 108
Robust estimation of dynamic fixed-effects panel data models 0 0 0 16 0 5 11 67
Semiparametric robust estimation of truncated and censored regression models 0 0 1 34 1 6 8 182
Semiparametric transition models 0 0 0 2 0 1 4 11
Semiparametrically weighted robust estimation of regression models 0 0 0 27 0 2 7 96
Smoothed L-estimation of regression function 0 0 0 14 0 3 5 92
The least trimmed quantile regression 0 0 0 25 0 4 9 110
Total Journal Articles 0 0 4 244 12 102 187 1,232

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Statistics updated 2026-03-04