Details about Irina Murtazashvili

Access statistics for papers by Irina Murtazashvili.

Last updated 2023-08-08. Update your information in the RePEc Author Service.

Short-id: pmu429

Working Papers

2024

1. Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility
   Papers, arXiv.org

2018

2. Gender Inequality in the Aftermath of Negative Trade Shocks: Evidence from the U.S
   School of Economics Working Paper Series, LeBow College of Business, Drexel University

2013

3. Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty
   Working Papers, University of Sydney Business School, Discipline of Business Analytics View citations (2)

2012

4. A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (8)
   Also in Policy Research Working Paper Series, The World Bank (2010) View citations (3)
5. Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (18)
   Also in Discussion Papers, Kyiv School of Economics (2011) View citations (12)
   See also Journal Article Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term, Journal of Econometric Methods, De Gruyter (2016) View citations (130) (2016)

Journal Articles

2023

1. DS-HECK: double-lasso estimation of Heckman selection model
   Empirical Economics, 2023, 64, (6), 3167-3195
2. Yet another look at the omitted variable bias
   Econometric Reviews, 2023, 42, (1), 1-27 View citations (1)

2022

3. Negative Trade Shocks and Gender Inequality: Evidence from the USA
   Economica, 2022, 89, (355), 564-591 View citations (1)
4. Uniform convergence rates for nonparametric estimators smoothed by the beta kernel
   Scandinavian Journal of Statistics, 2022, 49, (3), 1353-1382 View citations (1)

2018

5. Does past unemployment experience explain the transition happiness gap?
   Journal of Comparative Economics, 2018, 46, (4), 1104-1121 View citations (1)
   Also in Journal of Comparative Economics, 2018, 46, (3), 736-753 (2018) View citations (1)

2016

6. A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
   Journal of Econometrics, 2016, 190, (2), 252-266 View citations (23)
7. Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term
   Journal of Econometric Methods, 2016, 5, (1), 71-77 View citations (130)
   See also Working Paper Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term, IZA Discussion Papers (2012) View citations (18) (2012)

2015

8. Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden
   Canadian Journal of Economics, 2015, 48, (5), 1733-1761 View citations (5)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2015, 48, (5), 1733-1761 (2015) View citations (2)

2013

9. A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressorsa
   Journal of Econometric Methods, 2013, 2, (1), 69-87 View citations (28)
10. DIVERSIFICATION STRATEGIES: DO LIMITED DATA CONSTRAIN INVESTORS?
    Journal of Financial Research, 2013, 36, (2), 215-232 View citations (2)
11. Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
    Journal of Business & Economic Statistics, 2013, 31, (2), 184-207 View citations (22)
12. When do characteristics-sorted factors mechanically explain returns?
    Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 119-143 View citations (3)

2012

13. An alternative measure of intergenerational income mobility based on a random coefficient model
    Journal of Applied Econometrics, 2012, 27, (7), 1161-1173 View citations (7)
14. The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
    Journal of Banking & Finance, 2012, 36, (4), 1057-1066 View citations (4)
15. The role of data limitations, seasonality and frequency in asset pricing models
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (3), 555-574 View citations (1)

2008

16. Fixed effects instrumental variables estimation in correlated random coefficient panel data models
    Journal of Econometrics, 2008, 142, (1), 539-552 View citations (41)
17. The comovement in inventories and in sales: Higher and higher
    Economics Letters, 2008, 99, (1), 155-158 View citations (10)