Details about Irina Murtazashvili

Access statistics for papers by Irina Murtazashvili.

Last updated 2025-09-17. Update your information in the RePEc Author Service.

Short-id: pmu429

Working Papers

2025

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, IZA Network @ LISER 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, IZA Network @ LISER 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 (137) (2016)

Journal Articles

2023

1. DS-HECK: double-lasso estimation of Heckman selection model
   Empirical Economics, 2023, 64, (6), 3167-3195
   See also Chapter DS-HECK: double-lasso estimation of Heckman selection model, Advanced Studies in Theoretical and Applied Econometrics, 2024, 711-739 (2024) (2024)
2. Yet another look at the omitted variable bias
   Econometric Reviews, 2023, 42, (1), 1-27 View citations (2)

2022

3. Negative Trade Shocks and Gender Inequality: Evidence from the USA
   Economica, 2022, 89, (355), 564-591 View citations (2)
4. Uniform convergence rates for nonparametric estimators smoothed by the beta kernel
   Scandinavian Journal of Statistics, 2022, 49, (3), 1353-1382 View citations (2)

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 (30)
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 (137)
   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 (6)

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 (32)
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 (43)
17. The comovement in inventories and in sales: Higher and higher
    Economics Letters, 2008, 99, (1), 155-158 View citations (10)

Chapters

2024

1. DS-HECK: double-lasso estimation of Heckman selection model
   Springer
   See also Journal Article DS-HECK: double-lasso estimation of Heckman selection model, Springer (2023) (2023)