Econometrics and Operations Research
In the area of operations research, the team specializes mainly in efficiency analysis and the theory and application of Data Envelopment Analysis (DEA) models. It works on both empirical studies and basic research on theoretical issues (e.g. network DEA, robust DEA, externality analysis). Econometric research focuses on methods for analyzing special types of data (interval data, streaming data, transactional data, spatial data), nonlinear time series theory, computational methods in econometrics, and other related problems.
Main directions of the research:
- Data Envelopment Analysis (DEA)
- Methods for analysis of special types of data
- Econometric models for non-linear temporal and spatial dependencies
#Efficiency analysis; #data envelopment analysis; #econometric models; #methods for analysis of special types of data
Representatives of the research team
prof. Ing. Josef Jablonský, CSc.
Department head
prof. RNDr. Ing. Michal Černý, Ph.D.
Mgr. Vladimír Holý, Ph.D.
Top publications of the team
- Jablonský, J. et al. “A data envelopment analysis model for performance evaluation and ranking of DMUs with alternative scenarios.” *Computers & Industrial Engineering*. [https://doi.org/10.1016/j.cie.2023.108425](https://doi.org/10.1016/j.cie.2023.108425)
- Holý, V., & Zouhar, J. “Modelling time-varying rankings with autoregressive and score-driven dynamics.” *Journal of the Royal Statistical Society. Series C: Applied Statistics*. [https://doi.org/10.1111/rssc.12507](https://doi.org/10.1111/rssc.12507)
- Černý, M. “Narrow big data in a stream: Computational limitations and regression.” *Information Sciences*. [https://doi.org/10.1016/j.ins.2023.04.003](https://doi.org/10.1016/j.ins.2023.04.003)
Selected research projects
- J. Jablonský: Models for efficiency and performance evaluation in non-homogeneous economic environment (GAČR 19-08985S, 2019-2021)
- V. Holý: Dynamické modely založené na skóre v operačním výzkumu (GAČR 23-06139S, 2023-2025)
- M. Černý: Estimátory argmaxového typu z pohledu optimalizace (GAČR 22-19353S, 2022-2024)