P. Cizek
Associate Professorp.cizek@uvt.nl
Faculty of Economics and Business Administration
Department of Econometrics and Operations Research
Expertise
Research interests:
Methods of nonparametric and robust statistics and econometrics with applications primarily in microeconomics and finance
Current research topics
- Data-adaptive robust estimation in (non)linear models
- Pointwise adaptive estimation in time series
- Robust smoothing and dimension-reduction
- Trimmed estimators in nonlinear regression and time series
Key words
Publications
Most recent publications
- Cizek, P. (2009). Generalized Methods of Trimmed Moments. (CentER Discussion Paper, 2009-25) pp. 1-42. Further information
- Cizek, P., & Spokoiny, V. (2009). Varying coefficient GARCH models. In T.G. Andersen, R.A. Davis, J.P. Kreis, & T. Mikosch (Eds.), Handbook of Financial Time Series (pp. 169-186). Berlin: Springer-Verlag. Further information
- Cizek, P., Haerdle, W., & Spokoiny, V. (2009). Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. The Econometrics Journal, 12(2), 248-271. Further information
- Cizek, P. (2008). Robust and efficient adaptive estimation of binary-choice regression models. Journal of the American Statistical Association, 103(482), 687-696. Further information
- Cizek, P. (2008). Semiparametric Robust Estimation of Truncated and Censored Regression Models. (CentER Discussion Paper, 2008-34) pp. 1-39. Further information
Click here for the complete list of publications (Tilburg University Repository Publications only)
Education
Ph.D.
"Essays on Robust Estimation in Econometrics"
CERGE, Charles University, Prague, December 2002
"Least Trimmed Squares in Nonlinear Regression"
FNSPE, Czech Technical University, Prague, June 2003
Publications
Most recent publications
- Cizek, P. (2009). Generalized Methods of Trimmed Moments. (CentER Discussion Paper, 2009-25) pp. 1-42. Further information
- Cizek, P., & Spokoiny, V. (2009). Varying coefficient GARCH models. In T.G. Andersen, R.A. Davis, J.P. Kreis, & T. Mikosch (Eds.), Handbook of Financial Time Series (pp. 169-186). Berlin: Springer-Verlag. Further information
- Cizek, P., Haerdle, W., & Spokoiny, V. (2009). Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. The Econometrics Journal, 12(2), 248-271. Further information
- Cizek, P. (2008). Robust and efficient adaptive estimation of binary-choice regression models. Journal of the American Statistical Association, 103(482), 687-696. Further information
- Cizek, P. (2008). Semiparametric Robust Estimation of Truncated and Censored Regression Models. (CentER Discussion Paper, 2008-34) pp. 1-39. Further information
Click here for the complete list of publications (Tilburg University Repository Publications only)
Research supervision
Thesis supervision
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
Bachelor:
C.-T. Dai (2007) Modeling brand choices in marketing
Teaching
Fall semester:
Econometric theory (lecture, 2003-)
Micro-econometrics (lecture, 2003-2007)
Empirical Research in Economics (lecture + practicum, 2006)
Statistics 2 (lecture + instruction class, 2003-2006, 2009)
Spring semester:
Econometric models in Economics (lecture + practicum, 2003-2006, 2008-)
Micro-econometrics (lecture, 2007-2008)
Quantitative methods 3 (lecture, 2004)
Statistiek 2 (lecture + tutorial, 2005)
P. Cizek teaches the following subjects:
- Econometric Theory (230227) Further information
- Econometric Models in Economics (230256) Further information
- Statistics 2 (350912) Further information
- Econometrics 1 (35B206) Further information
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Statistics 2 for IBA (30J209)
Further information
Room K 616
PO Box 90153
5000 LE Tilburg
| Phone | +31 13 466 8723 |
| Secretary | +31 13 466 2430 |
| Fax | +31 13 466 3280 |
| p.cizek@uvt.nl |
Associate Professor
Faculty of Economics and Business Administration
Department of Econometrics and Operations Research
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