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 1 2 86
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 2 5 5 53
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 0 4 5 5 8
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 1 2 2 229
Asymptotics of Least Trimmed Squares Regression 0 0 0 0 2 2 3 8
Asymptotics of Least Trimmed Squares Regression 0 0 1 10 0 1 2 38
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 2 15 2 3 6 17
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 1 1 5 5 7
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 29 2 5 5 44
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 0 0 10 10 10
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 2 4 6 26
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 2 2 2
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 11 0 2 2 68
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 0 1 2 2 2
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 10 1 4 7 23
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 40 0 0 0 73
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 2 2 4 6 18
Financial Fragility Indexes for Latin American Countries 0 0 0 14 0 1 4 7
Financial Fragility Indexes for Latin American Countries 0 0 0 4 3 3 4 9
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 0 0 1 159
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 4 6 13
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 0 2 3 10
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 2 3 4 204
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 7 2 4 4 38
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 0 0 0 1 6
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 0 2 4 4 5
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 6 0 0 0 32
Generalized Methods of Trimmed Moments 2 2 2 8 2 2 3 32
Generalized Methods of Trimmed Moments 0 0 0 0 0 1 1 5
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 34 0 3 4 84
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 1 0 1 1 5
Implied trinomial trees 0 0 0 171 0 0 0 440
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 34 1 1 1 88
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 0 1 2 4 7
Least trimmed squares 0 1 1 63 0 1 1 289
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 0 1 1 1 6
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 9 4 6 7 49
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 1 2 4 5 11
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 12 1 5 6 12
Numerical Linear Algebra 1 1 1 24 2 4 7 110
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 2 1 5 5 8
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 13 0 6 10 56
Ownership Networks Effects on Secured Borrowing 0 0 0 0 1 3 5 9
Ownership Networks Effects on Secured Borrowing 0 0 0 13 1 2 2 54
Quantile regression 0 0 0 213 1 2 5 423
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 1 1 0 1 3 5
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 5 2 4 4 50
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 40 0 2 4 84
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 1 3 6 8 9
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 1 192 3 4 6 747
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 400 1 3 7 940
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 0 21
Robust Estimation of Dimension Reduction Space 0 0 0 0 1 2 2 4
Robust Estimation with Discrete Explanatory Variables 0 0 0 203 1 2 6 510
Robust Estimation with Discrete Explanatory Variables 0 0 0 125 0 3 5 490
Robust adaptive estimation of dimension reduction space 0 0 0 9 1 2 3 37
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 1 0 0 1 3
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 2 3 5 6 37
Robust econometrics 0 0 0 258 0 1 5 1,105
Robust estimation in nonlinear regression and limited dependent variable models 0 0 1 63 1 1 2 369
Robust estimation in nonlinear regression models 0 0 0 86 0 1 1 345
Robust estimation of dimension reduction space 0 0 0 27 0 1 2 147
Robust estimation with discrete explanatory variables 0 0 0 1 4 7 8 27
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 1 1 1 0 1 2 5
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 6 2 2 2 43
Smoothed L-estimation of Regression Function 0 0 0 5 0 4 5 38
Smoothed L-estimation of Regression Function 0 0 0 1 1 3 3 8
Smoothed L-estimation of regression function 0 0 0 2 1 3 3 41
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 0 0 5 5 7
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 17 0 1 1 61
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 3 1 3 3 26
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 0 1 1 2 5
Total Working Papers 3 5 11 2,413 75 195 268 8,047

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 3 3 16
Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis 0 0 0 5 1 4 6 46
Estimation of spatial sample selection models: A partial maximum likelihood approach 0 1 2 3 1 3 8 20
GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS 0 0 0 17 1 3 5 66
Identification and estimation of nonseparable single-index models in panel data with correlated random effects 0 0 0 5 2 5 8 52
Jump-preserving varying-coefficient models for nonlinear time series 0 0 0 0 1 4 6 14
Nonseparable panel models with index structure and correlated random effects 0 0 0 0 2 6 6 6
One-step robust estimation of fixed-effects panel data models 0 0 0 29 2 15 20 119
Quantile-based smooth transition value at risk estimation 0 0 0 5 0 1 2 17
Reweighted least trimmed squares: an alternative to one-step estimators 0 1 1 6 1 3 3 36
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 28 1 2 2 81
Robust estimation and moment selection in dynamic fixed-effects panel data models 0 0 0 4 14 15 20 44
Robust estimation of dimension reduction space 0 0 0 22 1 2 5 103
Robust estimation of dynamic fixed-effects panel data models 0 0 0 16 1 5 8 63
Semiparametric robust estimation of truncated and censored regression models 0 0 1 34 1 2 3 177
Semiparametric transition models 0 0 0 2 1 3 4 11
Semiparametrically weighted robust estimation of regression models 0 0 0 27 1 4 6 95
Smoothed L-estimation of regression function 0 0 0 14 0 1 2 89
The least trimmed quantile regression 0 0 0 25 1 4 6 107
Total Journal Articles 0 2 4 244 32 85 123 1,162

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Statistics updated 2026-01-09