dr. Pavel Cizek

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

• MSc Thesis EME
• Econometrics 3 (CentER)
• Econometrics
• Econometrics 3, part 2 (CentER)
• (Semi)parametric Econometrics (CentER)
• Microeconometrics

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. Advance online publication.

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.