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 1 85
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 0 0 0 0 3
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 1 1 1 49
Adaptive pointwise estimation in time-inhomogeneous time-series models 0 0 0 47 1 1 1 228
Asymptotics of Least Trimmed Squares Regression 0 0 0 0 0 0 1 6
Asymptotics of Least Trimmed Squares Regression 0 0 1 10 1 1 2 38
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 1 1 1 1 3
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 1 2 15 1 2 6 15
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 29 0 0 0 39
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 0 2 2 2 2
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 1 2 3 23
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 0 0 0
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 0 0 0 0 0
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 11 1 1 1 67
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 0 2 0 0 2 14
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 10 2 3 5 21
Financial Fragility Indexes for Latin American Countries 0 0 0 14 0 0 3 6
Financial Fragility Indexes for Latin American Countries 0 0 0 4 0 0 2 6
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 2 4 11
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 2 9
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 0 2 201
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 7 1 1 1 35
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 0 0 1 1 6
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) 0 0 0 0 0 0 0 1
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 0 0 0 0 0 0 0 4
Generalized Methods of Trimmed Moments 0 0 0 6 0 0 1 30
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 1 1 1 1 5
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 34 1 2 3 82
Implied trinomial trees 0 0 0 171 0 0 0 440
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 0 1 3 3 6
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 34 0 0 0 87
Least trimmed squares 0 0 0 62 0 0 0 288
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 9 1 2 3 44
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 0 0 0 0 5
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 1 1 1 3 8
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 12 0 0 1 7
Numerical Linear Algebra 0 0 0 23 2 3 5 108
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 2 4 4 4 7
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 1 13 5 5 10 55
Ownership Networks Effects on Secured Borrowing 0 0 0 0 1 2 3 7
Ownership Networks Effects on Secured Borrowing 0 0 0 13 1 1 1 53
Quantile regression 0 0 0 213 0 2 4 421
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 5 1 1 1 47
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 1 1 1 0 2 2 4
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 40 1 3 3 83
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 1 3 3 5 6
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 1 192 0 0 2 743
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 400 0 0 4 937
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 0 21
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 0 0 2
Robust Estimation with Discrete Explanatory Variables 0 0 0 203 0 0 4 508
Robust Estimation with Discrete Explanatory Variables 0 0 0 125 0 1 2 487
Robust adaptive estimation of dimension reduction space 0 0 0 9 1 2 2 36
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 1 0 1 1 3
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 2 1 2 2 33
Robust econometrics 0 0 0 258 0 2 4 1,104
Robust estimation in nonlinear regression and limited dependent variable models 0 0 1 63 0 0 1 368
Robust estimation in nonlinear regression models 0 0 0 86 0 0 0 344
Robust estimation of dimension reduction space 0 0 0 27 1 2 2 147
Robust estimation with discrete explanatory variables 0 0 0 1 1 2 2 21
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 6 0 0 0 41
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 0 0 1 2 4
Smoothed L-estimation of Regression Function 0 0 0 1 0 0 0 5
Smoothed L-estimation of Regression Function 0 0 0 5 3 3 4 37
Smoothed L-estimation of regression function 0 0 0 2 2 2 2 40
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 17 1 1 1 61
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 0 0 0 0 2
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 3 1 1 1 24
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 0 0 0 1 4
Total Working Papers 0 2 7 2,408 49 76 132 7,901

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 0 0 13
Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis 0 0 0 5 2 2 5 44
Estimation of spatial sample selection models: A partial maximum likelihood approach 0 0 2 2 1 1 7 18
GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS 0 0 0 17 0 0 2 63
Identification and estimation of nonseparable single-index models in panel data with correlated random effects 0 0 0 5 1 4 5 48
Jump-preserving varying-coefficient models for nonlinear time series 0 0 0 0 2 4 5 12
Nonseparable panel models with index structure and correlated random effects 0 0 0 0 1 1 1 1
One-step robust estimation of fixed-effects panel data models 0 0 1 29 11 12 17 115
Quantile-based smooth transition value at risk estimation 0 0 0 5 0 0 1 16
Reweighted least trimmed squares: an alternative to one-step estimators 0 0 0 5 0 0 0 33
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 28 0 0 0 79
Robust estimation and moment selection in dynamic fixed-effects panel data models 0 0 0 4 0 2 5 29
Robust estimation of dimension reduction space 0 0 0 22 0 1 3 101
Robust estimation of dynamic fixed-effects panel data models 0 0 0 16 3 5 6 61
Semiparametric robust estimation of truncated and censored regression models 0 0 1 34 1 1 2 176
Semiparametric transition models 0 0 0 2 1 2 2 9
Semiparametrically weighted robust estimation of regression models 0 0 0 27 2 4 4 93
Smoothed L-estimation of regression function 0 0 0 14 1 1 2 89
The least trimmed quantile regression 0 0 0 25 1 1 4 104
Total Journal Articles 0 0 4 242 27 41 71 1,104

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Statistics updated 2025-11-08