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 1 84
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models 0 0 0 5 0 0 0 48
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 47 0 0 0 227
Asymptotics of Least Trimmed Squares Regression 0 0 0 0 0 0 1 5
Asymptotics of Least Trimmed Squares Regression 0 0 0 9 0 0 0 36
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 13 0 2 4 11
Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models 0 0 0 1 0 0 0 2
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 0 0 0 0 0
Bias-Corrected Quantile Regression Estimation of Censored Regression Models 0 0 0 29 0 0 0 39
Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 0 0 0 0 0 0 0 20
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 11 0 0 1 66
Efficient Robust Estimation of Time-Series Regression Models 0 0 0 0 0 0 0 0
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 0 0 0 12
Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach 0 0 1 10 1 1 2 17
Financial Fragility Indexes for Latin American Countries 0 0 4 4 0 1 5 5
Financial Fragility Indexes for Latin American Countries 0 0 14 14 1 2 5 5
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 0 0 7
GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003) 0 0 1 47 0 0 2 158
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 2 200
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 0 0 7
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 0 0 0 1 5
General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models 0 0 0 7 0 0 0 34
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 6 0 1 1 30
Generalized Methods of Trimmed Moments 0 0 0 0 0 0 0 4
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 0 34 0 1 1 80
Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects 0 0 1 1 0 0 2 4
Implied trinomial trees 0 0 0 171 0 0 0 440
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 34 0 0 0 87
Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series 0 0 0 0 0 0 0 3
Least trimmed squares 0 0 0 62 0 0 0 288
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 0 0 0 0 5
Modelling Conditional Heteroscedasticity in Nonstationary Series 0 0 0 9 0 0 1 42
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 12 0 0 0 6
Nonseparable Panel Models with Index Structure and Correlated Random Effects 0 0 0 1 0 1 2 6
Numerical Linear Algebra 0 0 0 23 1 2 4 105
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 0 0 2 0 0 0 3
One-Step Robust Estimation of Fixed-Effects Panel Data Models 0 1 1 13 0 1 1 46
Ownership Networks Effects on Secured Borrowing 0 0 0 0 0 0 0 4
Ownership Networks Effects on Secured Borrowing 0 0 0 13 0 0 1 52
Quantile regression 0 0 1 213 0 1 4 418
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 5 0 0 0 46
Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators 0 0 0 0 0 0 0 2
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 40 0 0 1 80
Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models 0 0 0 1 0 0 0 1
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 191 0 1 1 742
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models 0 0 0 400 1 2 2 935
Robust Estimation of Dimension Reduction Space 0 0 0 0 0 0 0 2
Robust Estimation of Dimension Reduction Space 0 0 0 2 0 0 0 21
Robust Estimation with Discrete Explanatory Variables 0 0 0 203 0 0 0 504
Robust Estimation with Discrete Explanatory Variables 0 0 0 125 1 1 1 486
Robust adaptive estimation of dimension reduction space 0 0 0 9 0 0 0 34
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 2 0 0 3 31
Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models 0 0 0 1 0 0 0 2
Robust econometrics 0 0 0 258 0 0 0 1,100
Robust estimation in nonlinear regression and limited dependent variable models 0 0 0 62 0 0 0 367
Robust estimation in nonlinear regression models 0 0 0 86 0 0 0 344
Robust estimation of dimension reduction space 0 0 0 27 0 0 0 145
Robust estimation with discrete explanatory variables 0 0 0 1 0 0 0 19
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 0 0 1 1 3
Semiparametric Robust Estimation of Truncated and Censored Regression Models 0 0 0 6 0 0 0 41
Smoothed L-estimation of Regression Function 0 0 0 1 0 0 0 5
Smoothed L-estimation of Regression Function 0 0 0 5 0 1 2 34
Smoothed L-estimation of regression function 0 0 0 2 0 0 0 38
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 0 0 0 0 2
The Determinants of VAT Introduction: A Spatial Duration Analysis 0 0 0 17 0 0 0 60
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 3 0 0 0 23
Trimmed Likelihood-based Estimation in Binary Regression Models 0 0 0 0 0 1 2 4
Total Working Papers 0 1 23 2,402 5 20 54 7,791

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 3 13
Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis 0 0 0 5 0 1 1 40
Estimation of spatial sample selection models: A partial maximum likelihood approach 0 1 1 1 0 2 6 13
GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS 0 0 0 17 1 1 1 62
Identification and estimation of nonseparable single-index models in panel data with correlated random effects 0 0 0 5 0 0 3 44
Jump-preserving varying-coefficient models for nonlinear time series 0 0 0 0 0 0 2 8
One-step robust estimation of fixed-effects panel data models 0 1 2 29 1 3 6 101
Quantile-based smooth transition value at risk estimation 0 0 0 5 1 1 2 16
Reweighted least trimmed squares: an alternative to one-step estimators 0 0 1 5 0 0 2 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 0 1 24
Robust estimation of dimension reduction space 0 0 0 22 0 0 2 98
Robust estimation of dynamic fixed-effects panel data models 0 0 0 16 0 1 2 56
Semiparametric robust estimation of truncated and censored regression models 0 0 0 33 0 0 2 174
Semiparametric transition models 0 0 1 2 0 0 1 7
Semiparametrically weighted robust estimation of regression models 0 0 0 27 0 0 2 89
Smoothed L-estimation of regression function 0 0 0 14 0 0 1 87
The least trimmed quantile regression 0 0 0 25 0 1 4 101
Total Journal Articles 0 2 5 240 3 10 41 1,045

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Statistics updated 2025-03-03