3
H index
0
i10 index
132
Citations
Pavel Cizek : Citation Profile
Universiteit van Tilburg | RESEARCH PRODUCTION: 9 Articles 41 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (1999 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pavel Cizek. | Is cited by:
| Cites to:
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Main data
Where Pavel Cizek has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 5 |
Recent works citing Pavel Cizek (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Zipfs law for share price and company fundamentals. (2017). Kaizoji, Taisei ; Miyano, Michiko . In: Papers. RePEc:arx:papers:1702.00144. Full description at Econpapers || Download paper |
| 2018 | Closed-form approximations in derivatives pricing: The Kristensen-Mele approach. (2018). Kurz, Michael. In: Papers. RePEc:arx:papers:1804.08904. Full description at Econpapers || Download paper |
| 2018 | An Empirical Study of the Behaviour of the Sample Kurtosis in Samples from Symmetric Stable Distributions. (2018). van Zyl, Martin J. In: Papers. RePEc:arx:papers:1811.00476. Full description at Econpapers || Download paper |
| 2017 | Foreign Direct Investment and Democracy: A Robust Fixed Effects Approach to a Complex Relationship. (2017). Verardi, Vincenzo ; Desbordes, Rodolphe. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:1:p:43-82. Full description at Econpapers || Download paper |
| 2017 | Median-based estimation of dynamic panel models with fixed effects. (2017). Dhaene, Geert ; Zhu, YU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:398-423. Full description at Econpapers || Download paper |
| 2018 | Identification and estimation of nonseparable single-index models in panel data with correlated random effects. (2018). Iek, Pavel ; Lei, Jinghua. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:113-128. Full description at Econpapers || Download paper |
| 2018 | Approximating expected shortfall for heavy-tailed distributions. (2018). Broda, Simon A ; Paolella, Marc S ; Krause, Jochen . In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:184-203. Full description at Econpapers || Download paper |
| 2017 | Structural break detection method based on the Adaptive Regression Splines technique. (2017). Kucharczyk, Daniel ; Zimroz, Radosaw ; Wyomaska, Agnieszka. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:499-511. Full description at Econpapers || Download paper |
| 2018 | Modeling of water usage by means of ARFIMA–GARCH processes. (2018). Gajda, Janusz ; Burnecki, Krzysztof ; Bartnicki, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:644-657. Full description at Econpapers || Download paper |
| 2018 | Exact simulation for a class of tempered stable. (2018). Dassios, Angelos ; Zhao, Hongbiao ; Qu, Yan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86981. Full description at Econpapers || Download paper |
| 2017 | Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-65. Full description at Econpapers || Download paper |
| 2017 | Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239. Full description at Econpapers || Download paper |
| 2017 | Portafolios de dispersión mínima con rendimientos log-estables Minimum dispersion portfolios with log-stable returns. (2017). Climent-Hernández, José ; Climent Hernández, José ; Climent-Hernández, José ; Climent-Hernández, José ; Climent-Hernandez, Jose Antonio . In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:201703213. Full description at Econpapers || Download paper |
| 2017 | libstable: Fast, Parallel, and High-Precision Computation of α-Stable Distributions in R, C/C++, and MATLAB. (2017). Royuela-Del, Javier ; Alberola-Lopez, Carlos ; Simmross-Wattenberg, Federico. In: Journal of Statistical Software. RePEc:jss:jstsof:v:078:i01. Full description at Econpapers || Download paper |
| 2017 | The effect of VATs on government balance sheets. (2017). UFIER, ALEX . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:24:y:2017:i:6:d:10.1007_s10797-016-9406-3. Full description at Econpapers || Download paper |
| 2018 | Robust estimation and moment selection in dynamic fixed-effects panel data models. (2018). Iek, P ; Aquaro, M. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0782-7. Full description at Econpapers || Download paper |
| 2017 | COHERENT FOREIGN EXCHANGE MARKET MODELS. (2017). Gnoatto, Alessandro. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500078. Full description at Econpapers || Download paper |
Pavel Cizek has edited the books:
| Year | Title | Type | Cited |
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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 another version. Agregated cites: 1 | 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 another 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 another 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 another 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 another 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 another 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: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2005 | Robust Estimation of Dimension Reduction Space.(2005) In: Discussion Paper. [Full Text][Citation analysis] This paper has another 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 another 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 another 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 | 3 |
| 2013 | One-step robust estimation of fixed-effects panel data models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2010 | One-Step Robust Estimation of Fixed-Effects Panel Data Models.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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 another version. Agregated cites: 1 | paper | |
| 2005 | Implied Trinomial Trees 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 | 3 |
| 2007 | Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models.(2007) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 2 |
| 2010 | Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Generalized Methods of Trimmed Moments In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The Determinants of VAT Introduction : A Spatial Duration Analysis In: Discussion Paper. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Trimmed Likelihood-based Estimation in Binary Regression Models In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Modelling Conditional Heteroscedasticity in Nonstationary Series In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Ownership Networks Effects on Secured Borrowing In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Bias-Corrected Quantile Regression Estimation of Censored Regression Models 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) In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 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 | 3 |
| 2017 | Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Efficient Robust Estimation of Time-Series Regression Models In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Asymptotics of Least Trimmed Squares Regression In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) 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) In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 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 |
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