Expertise

Research interests:

Methods of semiparametric 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

Teaching

Teaching includes bachelor courses (Data Analyse for EBE, Econometrics, Statistics and Data Management 2), master courses (Microeconometrics), and research master courses (Econometrics 3, Non- and semiparametric econometrics).

Courses

Recent publications

  1. Estimation of spatial sample selection models: A partial maximum like…

    Rabovic, R., & Cizek, P. (2023). Estimation of spatial sample selection models: A partial maximum likelihood approach. Journal of Econometrics, 232(1), 214-243.

  2. Misclassification-robust semiparametric estimation of single-index bi…

    Cizek, P., & Sadikoglu, S. (2022). Misclassification-robust semiparametric estimation of single-index binary-choice models. The Econometrics Journal, 25, 433-454.

  3. Nonseparable Panel Models with Index Structure and Correlated Random …

    Cizek, P., & Sadikoglu, S. (2022). Nonseparable Panel Models with Index Structure and Correlated Random Effects. (CentER Discussion Paper; Vol. 2022-009). CentER, Center for Economic Research.

  4. Semiparametric transition models

    Cizek, P., & Koo, C. H. (2022). Semiparametric transition models. Econometric Reviews, 41(4), 400-415.

  5. Jump-preserving varying-coefficient models for nonlinear time series

    Cizek, P., & Koo, C. H. (2021). Jump-preserving varying-coefficient models for nonlinear time series. Econometrics and Statistics, 19, 58-96.
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Keywords

Econometrics Statistics

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