Research output per year
Research output per year
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
Career
Current position:
Associate Professor, Department Econometrics & Operations Research, Faculty Economics and Business Administration, Tilburg University (since 2009)
Positions held:
2003-2009: Assistant Professor, Tilburg University
2000-2003: Research fellow, The Institute of Statistics and Econometrics, School of Business and Economics, Humboldt-Universität zu Berlin, Germany
1998-1999: Part-time researcher, The Economic Institute, The Czech Academy of Sciences, Prague, The Czech Republic
Teaching
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)
PhD 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
Keywords
- Micro-Econometrics
- Econometrics
- Financial Econometrics
- Statistics
- Panel data
- Robust estimation
- Semiparametric estimation
- Quantile regression
- Nonlinear models
Fingerprint
Dive into the research topics where Pavel Cizek is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Estimation of spatial sample selection models: A partial maximum likelihood approach
Rabovic, R. & Cizek, P., Jan 2023, In: Journal of Econometrics. 232, 1, p. 214-243Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Misclassification-robust semiparametric estimation of single-index binary-choice models
Cizek, P. & Sadikoglu, S., May 2022, In: The Econometrics Journal. 25, p. 433-454Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Nonseparable Panel Models with Index Structure and Correlated Random Effects
Cizek, P. & Sadikoglu, S., 6 Apr 2022, Tilburg: CentER, Center for Economic Research, 81 p. (CentER Discussion Paper; vol. 2022-009).Research output: Working paper › Discussion paper › Other research output
File55 Downloads (Pure) -
Semiparametric transition models
Cizek, P. & Koo, C. H., Oct 2022, In: Econometric Reviews. 41, 4, p. 400-415Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Jump-preserving varying-coefficient models for nonlinear time series
Cizek, P. & Koo, C. H., Jul 2021, In: Econometrics and Statistics. 19, p. 58-96Research output: Contribution to journal › Article › Scientific › peer-review
Projects
- 1 Finished
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Semiparametric estimation of nonlinear panel-data models
Cizek, P. & Lei, J.
1/09/11 → 1/09/15
Project: Research project
Datasets
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Application Data for Semiparametric Transition Models
Cizek, P. (Creator) & Koo, C. H. (Creator), DataverseNL, 31 Jan 2022
DOI: 10.34894/dpnsni, https://dataverse.nl/citation?persistentId=doi:10.34894/DPNSNI
Dataset