Expertise
Onderzoeksinteresses:
Methoden van non-parametrische en robuuste statistiek en econometrie met toepassingen voornamelijk in microeconomie en financiën
Huidige onderwerpen van onderzoek:
- Data-adaptieve robuuste schatting in (non)lineaire modellen
- GMM schatting van lineare panel data modellen
- Nichtparametrische en semiparametrische schatting
- Non-lineare panel data modellen
- Quantile regressie
- Schatting gebassert op simulatie
- Trimmed estimators in non-lineaire regressie en time series
Trefwoorden
Publicaties
Meest recente publicaties
- Aquaro, M., & Cizek, P. (2013). One-step robust estimation of fixed-effects panel data models. Computational Statistics & Data Analysis, 57(1), 536-548. Meer informatie
- Cizek, P. (2012). (Non) linear regression modelling. In J.E. Gentle, W.K. Hardle, & Y. Mori (Eds.), Handbook of Computational Statistics - 2nd Edition (pp. 645-680). Heidelberg: Springer Verlag. Meer informatie
- Cizek, P. (2012). Semiparametric robust estimation of truncated and censored regression models. Journal of Econometrics, 168(2), 347-366. Meer informatie
- Cizek, P., Lei, J., & Ligthart, J.E. (2012). The Determinants of VAT Introduction: A Spatial Duration Analysis. (CentER Discussion Paper, 2012-071, 2012-071) Meer informatie
- Neykov, M.N., Cizek, P., Filzmoser, P., & Neytchev, P.N. (2012). The least trimmed quantile regression. Computational Statistics & Data Analysis, 56(6), 1757-1770. Meer informatie
Klik hier voor de uitgebreide publicatielijst (alleen publicaties uit de Tilburg University Repository).
Opleiding
Ph.D.
"Essays on Robust Estimation in Econometrics"
CERGE, Charles University, Praag, December 2002
"Least Trimmed Squares in Nonlinear Regression"
FNSPE, Czech Technical University, Praag, Juni 2003
Publicaties
Meest recente publicaties
- Aquaro, M., & Cizek, P. (2013). One-step robust estimation of fixed-effects panel data models. Computational Statistics & Data Analysis, 57(1), 536-548. Meer informatie
- Cizek, P. (2012). (Non) linear regression modelling. In J.E. Gentle, W.K. Hardle, & Y. Mori (Eds.), Handbook of Computational Statistics - 2nd Edition (pp. 645-680). Heidelberg: Springer Verlag. Meer informatie
- Cizek, P. (2012). Semiparametric robust estimation of truncated and censored regression models. Journal of Econometrics, 168(2), 347-366. Meer informatie
- Cizek, P., Lei, J., & Ligthart, J.E. (2012). The Determinants of VAT Introduction: A Spatial Duration Analysis. (CentER Discussion Paper, 2012-071, 2012-071) Meer informatie
- Neykov, M.N., Cizek, P., Filzmoser, P., & Neytchev, P.N. (2012). The least trimmed quantile regression. Computational Statistics & Data Analysis, 56(6), 1757-1770. Meer informatie
Klik hier voor de uitgebreide publicatielijst (alleen publicaties uit de Tilburg University Repository).
Onderzoeksbegeleiding
Thesis begeleiding
Master:
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
Bachelor:
C.-T. Dai (2007) Modeling brand choices in marketing
T. Bakkers (2010) On the performance of segmentation techniques for identifying media use habits
M. Schreurs (2012) Random coefficient logit model for analyzing customer evaluations: are assumptions justifiable?
Onderwijs
Najaar:
Econometric theory (lecture, 2003-)
Micro-econometrics (lecture, 2003-2007)
Empirical Research in Economics (lecture + practicum, 2006)
Voorjaar:
Advanced econometrics 3 (lecture, 2012-)
Econometric models in Economics (lecture + practicum, 2003-2006, 2008-)
Econometrics 1 (lecture + practicum, 2011-)
Econometrics 3 (lecture, 2012-)
Micro-econometrics (lecture, 2007-2008)
Quantitative methods 3 (lecture, 2004)
Statistics 2 (lecture + instruction class + organization, 2003-2006, 2009-2010)
Statistics 2 for IBA (lecture + organization, 2011-)
Statistiek 2 (lecture + tutorial, 2005)
dr. P. Cizek geeft de volgende vakken:
ContactgegevensKamer K 616
Postbus 90153
5000 LE Tilburg