Pavel Cizek

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Personal profile

Research interests

Research interests:

Methods of nonparametric and robust econometrics (and statistics) with applications primarily in microeconomics and finance

Current research topics

  • GMM estimation of linear panel data
  • Limited dependent variable models
  • Nonparametric and semiparametric estimation
  • Nonlinear panel data
  • Quantile regression
  • Robust estimation in (non)linear models
  • Simulation-based methods
  • Spatial econometrics
  • Multiple-regime time-series models


Full CV is available upon request.


I have been teaching a broad mix of econometrics subjects ranging from the introductory courses into least squares and maximum likelihood estimation over general courses on time series and panel data to advanced courses in non- and semiparametric estimation.

Current courses

Click here for my courses.

PhD supervision

Grants (as principal investigator)

NWO Open Competition (2011-2015) Semiparametric estimation of nonlinear panel data models (210.000 EUR)

Thesis supervision (completed thesis only)


M. Aquaro (2013) Pairwise difference estimation of linear panel data models

J. Lei (2014) Essays on nonlinear panel data models

K. Ji (2015) Essays on Tax Policy, Institutions and Output

C. H. Koo (2018) Essays on functional coecient models

R. Rabovic (2018) Essays in Economics of Education and Econometric Theory

S. Sadikoglu (2019) Essays in Econometric Theory


M. Tian (2004) The efficiency test of China's stock market

E. van der Leest (2005) Development of a new model-split model for the NEAC system (the modal-split in European freight transport)

Y. Shi (2005) Should national brand manufacturers adopt different sales promotion strategies in different retail stores?

T. Gebrekristos (2006) Growth of micro and small enterprises in Ethiopia

M. Aquaro (2008) On structural breaks in macro time series

L. Stoeldraijer (2008) Forecasting the sales of MCB Netherlands

M. Aquaro (2009) Robust estimation of fixed-effect panel-data models

S. Man (2010) Asymmetric effects in the impact of oil prices on some macroeconomic variables: evidence for some European countries

S. Sadikoglu (2010) Semiparametric estimation of censored regression models by misspecified least absolute deviation estimator

J. Lei (2011) The determinants of VAT introduction: a spatial duration analysis

C. Koo (2011) Semiparametric transition models

S. Hubner (2012) Smooth transition conditional quantile GARCH estimation

S. Khan (2013) Quantile regression analysis of the conditional female wage distribution in post-apartheid South Africa

R. Rabovic (2013) Partial maximum likelihood estimation of limited dependent variable models with spatial errors

L. Neve (2014) Estimating endogenous tax revenues in the Netherlands

A. Salih (2014) Cointegration-based trading system for substitute commodities: the European vegetable oils market

R. Wongjiratitikarn (2014) Robust dynamic panel data models with generalized method of trimmed moments estimation

I. Vadaisa (2015) Effects of trade promotions on manufacturer's sales and profit

J. Rais (2015) Determinants of banks' fees and commissions

A. Kyriakos (2016) Market Risk Estimation: An application to Greek Financial Institutions.

R. Smits (2016) Fundamental Indexation for Corporate Bond Markets

T. S. Wolter (2016) Imputation and Prediction in Spatially Dependent Dynamic Panels: A Case Study at the World Food Programme

V. Xezonaki (2016) Asset Pricing Models: An Empirical application to the Greek Stock Market

N. Snijders (2017) An Exchange-Traded Fund and Its Performance

B. van Wely (2017) Cost-sensitive Classification of Insurance Claims to Maximize Expected Savings in the Claim Review Process

C. Gonzales Regalado (2017) The Impact of Family Background and School Quality on Student Achievement for Ecuador

V. L. Kedari (2017) Inequality, Credit Market Imperfections and Monetary Policy Transmission

R. C. J. Bresser (2017) Non-Parametric Forecasting in Optimization Problems

S. van der Hannenberg (2017) Donor Loyalty Analysis at the Liliane Foundation

B. Sevo (2018) Prediction of defaults among lease applicants: an application of machine learning on decision trees

G. Castro (2018) Robust Estimation of Dynamic Fixed-Eects Panel Data Models with Indirect Inference Methods

M. Verlinde (2018) Traffic Congestion Pattern Classication using Convolutional Neural Network

J. van Kronenburg (2019) Value Drivers of European IPOs


  • Micro-Econometrics
  • Econometrics
  • Financial Econometrics
  • Statistics
  • Panel data
  • Robust estimation
  • Semiparametric estimation
  • Quantile regression
  • Nonlinear models


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