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. 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.
  2. Robust nonparametric regression: A review

    Cizek, P., & Sadikoglu, S. (2020). Robust nonparametric regression: A review. WIREs Computational Statistics, 12(3), [e1492].
  3. Quantile-based smooth transition value at risk estimation

    Hubner, S., & Cizek, P. (2019). Quantile-based smooth transition value at risk estimation. The Econometrics Journal, 22(3), 241-261.
  4. Bias-corrected quantile regression estimation of censored regression …

    Cizek, P., & Sadikoglu, S. (2018). Bias-corrected quantile regression estimation of censored regression models. Statistical Papers, 59, 215–247.
  5. Identification and estimation of nonseparable single-index models in …

    Cizek, P., & Lei, J. (2018). Identification and estimation of nonseparable single-index models in panel data with correlated random effects. Journal of Econometrics, 203(1), 113-128.

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