Pavel Cizek : Citation Profile


Are you Pavel Cizek?

Universiteit van Tilburg

4

H index

0

i10 index

147

Citations

RESEARCH PRODUCTION:

9

Articles

41

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 7
   Journals where Pavel Cizek has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 6 (3.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pci54
   Updated: 2021-03-01    RAS profile: 2017-09-07    
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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:

Weron, Rafał (22)

Climent Hernández, José (18)

Burnecki, Krzysztof (11)

Härdle, Wolfgang (10)

Janczura, Joanna (8)

Wyłomańska, Agnieszka (4)

Bernardi, Mauro (3)

Maruotti, Antonello (3)

Filzmoser, Peter (3)

Ziegenhagen, Uwe (2)

Riani, Marco (2)

Cites to:

Lucas, Andre (16)

White, Halbert (14)

Sakata, Shinichi (11)

Trojani, Fabio (11)

Fan, Jianqing (8)

Andrews, Donald (8)

Rousseeuw, Peter (7)

Härdle, Wolfgang (7)

Cai, Zongwu (6)

CAI, ZONGWU (6)

Temple, Jonathan (6)

Main data


Where Pavel Cizek has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis5

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 Processes7
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4
Papers / Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)2
Econometrics / University Library of Munich, Germany2

Recent works citing Pavel Cizek (2021 and 2020)


YearTitle of citing document
2020Model-driven statistical arbitrage on LETF option markets. (2020). Hardle, Wolfgang Karl ; Nasekin, Sergey. In: Papers. RePEc:arx:papers:2009.09713.

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2020Tail-risk protection: Machine Learning meets modern Econometrics. (2020). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2010.03315.

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2020Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. (2020). Tan, Ken Seng ; Zhuang, Sheng Chao ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:345-362.

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2020Discrete Time Ruin Probability for Takaful (Islamic Insurance) with Investment and Qard-Hasan (Benevolent Loan) Activities. (2020). Tan, Ken Seng ; Kolkiewicz, Adam ; Puspita, Dila. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:211-:d:413854.

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2020The Impact of Interest Rate, Exchange Rate and European Business Climate on Economic Growth in Romania: An ARDL Approach with Structural Breaks. (2020). Ifrim, Mihaela ; Cautisanu, Cristina ; Hatmanu, Mariana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2798-:d:340203.

Full description at Econpapers || Download paper

2020Refundable deductible insurance. (2020). Marmol, Maite ; Claramunt, Maria Merce. In: Working Papers. RePEc:hal:wpaper:hal-02909299.

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2020Edgeworth Expansions for Multivariate Random Sums. (2020). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2020_009.

Full description at Econpapers || Download paper

2020Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws. (2020). Härdle, Wolfgang ; Hardle, Wolfgang K ; Wesselhofft, Niels. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09913-y.

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Pavel Cizek has edited the books:


YearTitleTypeCited

Works by Pavel Cizek:


YearTitleTypeCited
2008Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models In: Journal of the American Statistical Association.
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article1
2007Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models.(2007) In: Discussion Paper.
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This paper has another version. Agregated cites: 1
paper
2001Robust Estimation with Discrete Explanatory Variables In: CERGE-EI Working Papers.
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paper0
2002Robust Estimation with Discrete Explanatory Variables.(2002) In: Econometrics.
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This paper has another version. Agregated cites: 0
paper
2002Robust estimation with discrete explanatory variables.(2002) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 0
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2001Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models In: CERGE-EI Working Papers.
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2002Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models.(2002) In: Econometrics.
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2001Robust estimation in nonlinear regression and limited dependent variable models.(2001) In: SFB 373 Discussion Papers.
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paper
2008GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS In: Econometric Theory.
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article7
2004General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models.(2004) In: Discussion Paper.
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This paper has another version. Agregated cites: 7
paper
2006Robust estimation of dimension reduction space In: Computational Statistics & Data Analysis.
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article5
2005Robust estimation of dimension reduction space.(2005) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2005Robust Estimation of Dimension Reduction Space.(2005) In: Discussion Paper.
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This paper has another version. Agregated cites: 5
paper
2008Smoothed L-estimation of regression function In: Computational Statistics & Data Analysis.
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article1
2006Smoothed L-estimation of Regression Function.(2006) In: Discussion Paper.
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This paper has another version. Agregated cites: 1
paper
2002Smoothed L-estimation of regression function.(2002) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2011Semiparametrically weighted robust estimation of regression models In: Computational Statistics & Data Analysis.
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article0
2012The least trimmed quantile regression In: Computational Statistics & Data Analysis.
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article4
2013One-step robust estimation of fixed-effects panel data models In: Computational Statistics & Data Analysis.
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article5
2010One-Step Robust Estimation of Fixed-Effects Panel Data Models.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 5
paper
2012Semiparametric robust estimation of truncated and censored regression models In: Journal of Econometrics.
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article1
2008Semiparametric Robust Estimation of Truncated and Censored Regression Models.(2008) In: Discussion Paper.
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This paper has another version. Agregated cites: 1
paper
2005Implied Trinomial Trees In: SFB 649 Discussion Papers.
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2006Robust Econometrics In: SFB 649 Discussion Papers.
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2008Adaptive pointwise estimation in time-inhomogeneous time-series models In: SFB 649 Discussion Papers.
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paper4
2007Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models.(2007) In: Discussion Paper.
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This paper has another version. Agregated cites: 4
paper
2013Reweighted least trimmed squares: an alternative to one-step estimators In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article2
2010Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 2
paper
2015Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models In: Discussion Paper.
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paper1
2009Generalized Methods of Trimmed Moments In: Discussion Paper.
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paper0
2013Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects In: Discussion Paper.
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paper1
2012The Determinants of VAT Introduction : A Spatial Duration Analysis In: Discussion Paper.
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2016Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach In: Discussion Paper.
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paper1
2005Trimmed Likelihood-based Estimation in Binary Regression Models In: Discussion Paper.
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2010Modelling Conditional Heteroscedasticity in Nonstationary Series In: Discussion Paper.
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2018Ownership Networks Effects on Secured Borrowing In: Discussion Paper.
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2014Bias-Corrected Quantile Regression Estimation of Censored Regression Models In: Discussion Paper.
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2015GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134) In: Discussion Paper.
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2011GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003) In: Discussion Paper.
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paper5
2017Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series In: Discussion Paper.
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2007Efficient Robust Estimation of Time-Series Regression Models In: Discussion Paper.
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2004Asymptotics of Least Trimmed Squares Regression In: Discussion Paper.
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2007Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) In: Discussion Paper.
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2007General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) In: Discussion Paper.
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paper0
2004(Non) Linear Regression Modeling In: Papers.
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2004Numerical Linear Algebra In: Papers.
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1999Quantile regression In: SFB 373 Discussion Papers.
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paper1
2000Least trimmed squares In: SFB 373 Discussion Papers.
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paper0
2001Robust estimation in nonlinear regression models In: SFB 373 Discussion Papers.
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paper0
2003Robust adaptive estimation of dimension reduction space In: SFB 373 Discussion Papers.
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