Citation profile for Pavel Cizek

Pavel Cizek : Citation Profile

Universiteit van Tilburg

H index

i10 index

177

Citations

RESEARCH PRODUCTION:

Articles

Papers

EDITOR:

Books edited

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 6
   Journals where Pavel Cizek has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 15 (7.81 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci54
   Updated: 2025-12-13    RAS profile: 2025-10-14
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Relations with other researchers

Works with:

Martínez, Constanza (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pavel Cizek.

Is cited by:

Weron, Rafał (22)

Härdle, Wolfgang (15)

Burnecki, Krzysztof (12)

Janczura, Joanna (8)

Wyłomańska, Agnieszka (4)

Gnoatto, Alessandro (4)

ZHU, YU (3)

Dhaene, Geert (3)

Filzmoser, Peter (3)

Petrella, Lea (2)

Lai, Van Son (2)

Cites to:

Lucas, Andre (15)

Matyas, Laszlo (13)

Powell, James (13)

Matyas, Laszlo (13)

Lee, Lung-Fei (12)

Andrews, Donald (12)

Sakata, Shinichi (12)

CAI, ZONGWU (11)

Trojani, Fabio (11)

Cai, Zongwu (10)

Fan, Jianqing (10)

Main data

Where Pavel Cizek has published?

Journals with more than one article published	# docs
Computational Statistics & Data Analysis	5
Journal of Econometrics	3
Econometric Reviews	2
Statistical Papers	2

Working Papers Series with more than one paper published	# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes	7
Econometrics / University Library of Munich, Germany	2
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)	2

Recent works citing Pavel Cizek (2025 and 2024)

Year	Title of citing document
2024	Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761. Full description at Econpapers \|\| Download paper
2025	Deep learning CAT bond valuation. (2025). Sester, Julian ; Xu, Huansang. In: Papers. RePEc:arx:papers:2509.25899. Full description at Econpapers \|\| Download paper
2025	Design and valuation of multi-region CoCoCat bonds. (2025). Zdeb, Martyna ; Teuerle, Marek ; Burnecki, Krzysztof ; Wszola, Jacek. In: Papers. RePEc:arx:papers:2510.17221. Full description at Econpapers \|\| Download paper
2024	A Spatial Sample Selection Model. (2024). Bao, Yong ; Liu, Xiaotian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:928-950. Full description at Econpapers \|\| Download paper
2025	Tail Risk in Weather Derivatives. (2025). Cheng, Tuoyuan ; Poreddy, Saikiran Reddy. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:11-:d:1681037. Full description at Econpapers \|\| Download paper
2024	Estimation of stability index for symmetric $$\alpha $$ α -stable distribution using quantile conditional variance ratios. (2024). Wyomaska, Agnieszka ; Pitera, Marcin ; Jelito, Damian ; Pczek, Kewin. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:1:d:10.1007_s11749-023-00894-7. Full description at Econpapers \|\| Download paper

Pavel Cizek has edited the books:

Year	Title	Type	Cited

Works by Pavel Cizek:

Year	Title	Type	Cited
2008	Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models In: Journal of the American Statistical Association. [Full Text][Citation analysis]	article	1
2007	Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models.(2007) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2007	Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models.(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2017	Do Neighbours Influence Value-Added-Tax Introduction? A Spatial Duration Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis]	article	1
2020	Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis]	paper	2
2023	Estimation of spatial sample selection models: A partial maximum likelihood approach.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	article
2016	Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach.(2016) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2016	Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach.(2016) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2001	Robust Estimation with Discrete Explanatory Variables In: CERGE-EI Working Papers. [Full Text][Citation analysis]	paper	0
2002	Robust Estimation with Discrete Explanatory Variables.(2002) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2002	Robust estimation with discrete explanatory variables.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2001	Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models In: CERGE-EI Working Papers. [Full Text][Citation analysis]	paper	0
2002	Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models.(2002) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2001	Robust estimation in nonlinear regression and limited dependent variable models.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2008	GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS In: Econometric Theory. [Full Text][Citation analysis]	article	7
2004	General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models.(2004) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	paper
2004	General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	paper
2006	Robust estimation of dimension reduction space In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	4
2005	Robust Estimation of Dimension Reduction Space.(2005) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2005	Robust Estimation of Dimension Reduction Space.(2005) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2008	Smoothed L-estimation of regression function In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	1
2006	Smoothed L-estimation of Regression Function.(2006) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2006	Smoothed L-estimation of Regression Function.(2006) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2002	Smoothed L-estimation of regression function.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2011	Semiparametrically weighted robust estimation of regression models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	0
2012	The least trimmed quantile regression In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	5
2013	One-step robust estimation of fixed-effects panel data models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	7
2010	One-Step Robust Estimation of Fixed-Effects Panel Data Models.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	paper
2010	One-Step Robust Estimation of Fixed-Effects Panel Data Models.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	paper
2012	Semiparametric robust estimation of truncated and censored regression models In: Journal of Econometrics. [Full Text][Citation analysis]	article	1
2008	Semiparametric Robust Estimation of Truncated and Censored Regression Models.(2008) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2008	Semiparametric Robust Estimation of Truncated and Censored Regression Models.(2008) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2018	Identification and estimation of nonseparable single-index models in panel data with correlated random effects In: Journal of Econometrics. [Full Text][Citation analysis]	article	1
2013	Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects.(2013) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2013	Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects.(2013) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2021	Jump-preserving varying-coefficient models for nonlinear time series In: Econometrics and Statistics. [Full Text][Citation analysis]	article	1
2017	Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series.(2017) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2017	Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series.(2017) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2005	Implied Trinomial Trees In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2005	Robust estimation of dimension reduction space In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2006	Robust Econometrics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0
2008	Adaptive pointwise estimation in time-inhomogeneous time-series models In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	1
2019	Quantile-based smooth transition value at risk estimation In: The Econometrics Journal. [Full Text][Citation analysis]	article	0
2018	Robust estimation and moment selection in dynamic fixed-effects panel data models In: Computational Statistics. [Full Text][Citation analysis]	article	1
2015	Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models.(2015) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2015	Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2014	Robust estimation of dynamic fixed-effects panel data models In: Statistical Papers. [Full Text][Citation analysis]	article	3
2018	Bias-corrected quantile regression estimation of censored regression models In: Statistical Papers. [Full Text][Citation analysis]	article	0
2014	Bias-Corrected Quantile Regression Estimation of Censored Regression Models.(2014) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2014	Bias-Corrected Quantile Regression Estimation of Censored Regression Models.(2014) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2013	Reweighted least trimmed squares: an alternative to one-step estimators In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis]	article	3
2010	Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2010	Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2022	Semiparametric transition models In: Econometric Reviews. [Full Text][Citation analysis]	article	0
2025	Nonseparable panel models with index structure and correlated random effects In: Econometric Reviews. [Full Text][Citation analysis]	article	0
2022	Nonseparable Panel Models with Index Structure and Correlated Random Effects.(2022) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2022	Nonseparable Panel Models with Index Structure and Correlated Random Effects.(2022) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2024	Financial Fragility Indexes for Latin American Countries In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2024	Financial Fragility Indexes for Latin American Countries.(2024) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2009	Generalized Methods of Trimmed Moments In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2009	Generalized Methods of Trimmed Moments.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2012	The Determinants of VAT Introduction : A Spatial Duration Analysis In: Discussion Paper. [Full Text][Citation analysis]	paper	3
2012	The Determinants of VAT Introduction : A Spatial Duration Analysis.(2012) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2005	Trimmed Likelihood-based Estimation in Binary Regression Models In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2005	Trimmed Likelihood-based Estimation in Binary Regression Models.(2005) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2023	Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2023	Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models.(2023) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2010	Modelling Conditional Heteroscedasticity in Nonstationary Series In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2010	Modelling Conditional Heteroscedasticity in Nonstationary Series.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2007	Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models In: Discussion Paper. [Full Text][Citation analysis]	paper	4
2007	Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models.(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2008	Adaptive pointwise estimation in time-inhomogeneous time-series models.(2008) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2018	Ownership Networks Effects on Secured Borrowing In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2018	Ownership Networks Effects on Secured Borrowing.(2018) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2015	GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134) In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2015	GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134).(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2011	GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003) In: Discussion Paper. [Full Text][Citation analysis]	paper	4
2011	GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003).(2011) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2007	Efficient Robust Estimation of Time-Series Regression Models In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2007	Efficient Robust Estimation of Time-Series Regression Models.(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2004	Asymptotics of Least Trimmed Squares Regression In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2004	Asymptotics of Least Trimmed Squares Regression.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2007	Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2007	Efficient Robust Estimation of Regression Models (Revision of DP 2006-08).(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2007	General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) In: Discussion Paper. [Full Text][Citation analysis]	paper	0
2007	General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1).(2007) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2004	(Non) Linear Regression Modeling In: Papers. [Full Text][Citation analysis]	paper	0
2004	Numerical Linear Algebra In: Papers. [Full Text][Citation analysis]	paper	0
1999	Quantile regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis]	paper	1
2000	Least trimmed squares In: SFB 373 Discussion Papers. [Full Text][Citation analysis]	paper	0
2001	Robust estimation in nonlinear regression models In: SFB 373 Discussion Papers. [Full Text][Citation analysis]	paper	0
2003	Robust adaptive estimation of dimension reduction space In: SFB 373 Discussion Papers. [Full Text][Citation analysis]	paper	0