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Irina Murtazashvili

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Personal Details

First Name: Irina
Middle Name:
Last Name: Murtazashvili
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RePEc Short-ID: pmu429

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Affiliation

School of Economics
LeBow College of Business
Drexel University
Location: Philadelphia, Pennsylvania (United States)
Homepage: http://www.lebow.drexel.edu/Faculty/Departments/Economics/
Email:
Phone: (215) 895-2123
Fax:
Postal: 2nd and Market, Matheson Hall, Philadelphia, PA 19104
Handle: RePEc:edi:dedreus (more details at EDIRC)

Works

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Working papers

  1. Liu, Di & Murtazashvili, Irina & Prokhorov, Artem, 2013. "Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty," Working Papers 13 BAWP, University of Sydney Business School, Discipline of Business Analytics.
  2. Nizalova, Olena Y. & Murtazashvili, Irina, 2012. "Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term," IZA Discussion Papers 6282, Institute for the Study of Labor (IZA).
  3. Giles, John & Murtazashvili, Irina, 2010. "A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China," Policy Research Working Paper Series 5400, The World Bank.

Articles

  1. Giles John & Murtazashvili Irina, 2013. "A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 69-87, July.
  2. Murtazashvili, Irina & Vozlyublennaia, Nadia, 2013. "When do characteristics-sorted factors mechanically explain returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 119-143.
  3. Liangjun Su & Irina Murtazashvili & Aman Ullah, 2013. "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, Taylor & Francis Journals, vol. 31(2), pages 184-207, April.
  4. Irina Murtazashvili & Nadia Vozlyublennaia, 2013. "Diversification Strategies: Do Limited Data Constrain Investors?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(2), pages 215-232, 06.
  5. Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012. "The role of data limitations, seasonality and frequency in asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 555-574.
  6. Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012. "The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1057-1066.
  7. Irina Murtazashvili, 2012. "An alternative measure of intergenerational income mobility based on a random coefficient model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(7), pages 1161-1173, November.
  8. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008. "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 539-552, January.
  9. Herrera, Ana MariĀ­a & Murtazashvili, Irina & Pesavento, Elena, 2008. "The comovement in inventories and in sales: Higher and higher," Economics Letters, Elsevier, vol. 99(1), pages 155-158, April.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CNA: China (2) 2010-08-21 2012-10-13. Author is listed
  2. NEP-ECM: Econometrics (3) 2010-08-21 2011-03-12 2013-10-25. Author is listed
  3. NEP-MIG: Economics of Human Migration (1) 2010-08-21
  4. NEP-TRA: Transition Economics (1) 2010-08-21

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