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Irina Murtazashvili

Personal Details

First Name:Irina
Middle Name:
Last Name:Murtazashvili
Suffix:
RePEc Short-ID:pmu429
[This author has chosen not to make the email address public]
Terminal Degree:2007 Economics Department; Michigan State University (from RePEc Genealogy)

Affiliation

School of Economics
LeBow College of Business
Drexel University

Philadelphia, Pennsylvania (United States)
http://www.lebow.drexel.edu/Faculty/Departments/Economics/

(215) 895-2123

2nd and Market, Matheson Hall, Philadelphia, PA 19104
RePEc:edi:dedreus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ghosh, Ishan & Larch, Mario & Murtazashvili, Irina & Yotov, Yoto, 2018. "Gender Inequality in the Aftermath of Negative Trade Shocks: Evidence from the U.S," School of Economics Working Paper Series 2018-9, LeBow College of Business, Drexel University.
  2. Liu, Di & Murtazashvili, Irina & Prokhorov, Artem, 2013. "Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty," Working Papers 07_2013, University of Sydney Business School, Discipline of Business Analytics.
  3. 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 of Labor Economics (IZA).
  4. 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. Norton, Edward C. & Nizalova, Olena & Murtazashvili, Irina, 2018. "Does past unemployment experience explain the transition happiness gap?," Journal of Comparative Economics, Elsevier, vol. 46(4), pages 1104-1121.
  2. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2016. "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching," Journal of Econometrics, Elsevier, vol. 190(2), pages 252-266.
  3. Nizalova Olena Y. & Murtazashvili Irina, 2016. "Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 71-77, January.
  4. Irina Murtazashvili & Di Liu & Artem Prokhorov, 2015. "Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden," Canadian Journal of Economics, Canadian Economics Association, vol. 48(5), pages 1733-1761, December.
  5. 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.
  6. 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, June.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Herrera, Ana Mari­a & 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Liu, Di & Murtazashvili, Irina & Prokhorov, Artem, 2013. "Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty," Working Papers 07_2013, University of Sydney Business School, Discipline of Business Analytics.

    Cited by:

    1. John Jerrim & Alvaro Choi & Rosa Simancas Rodriguez, 2014. "Two-Sample Two-Stage Least Squares (TSTSLS) estimates of earnings mobility: how consistent are they?," DoQSS Working Papers 14-17, Quantitative Social Science - UCL Social Research Institute, University College London.
    2. John Jerrim & Álvaro Choi & Rosa Simancas Rodríguez, 2014. "Two-sample two-stage least squares (TSTSLS) estimates of earnings mobility: how consistent are they?," Working Papers 2014/35, Institut d'Economia de Barcelona (IEB).

  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 of Labor Economics (IZA).

    Cited by:

    1. John Cruzatti C. & Axel Dreher & Johannes Matzat, 2020. "Chinese Aid and Health at the Country and Local Level," CESifo Working Paper Series 8352, CESifo.
    2. Dreher, Axel & Langlotz, Sarah, 2017. "Aid and growth.New evidence using an excludable instrument," Working Papers 0635, University of Heidelberg, Department of Economics.
    3. Kabir Dasgupta & Keshar M. Ghimire & Gail Pacheco, 2018. "The impact of smoking during pregnancy on children's body weight," Working Papers 2018-04, Auckland University of Technology, Department of Economics.
    4. Dreher, Axel & Minasyan, Anna & Nunnenkamp, Peter, 2013. "Government ideology in donor and recipient countries: Does political proximity matter for the effectiveness of aid?," Kiel Working Papers 1870, Kiel Institute for the World Economy (IfW).
    5. Andrea Sáenz de Viteri Vázquez & Christian Bjørnskov, 2020. "Constitutional power concentration and corruption: evidence from Latin America and the Caribbean," Constitutional Political Economy, Springer, vol. 31(4), pages 509-536, December.
    6. Haile, Mekbib G. & Wossen, Tesfamicheal & Kalkuhl, Matthias, 2019. "Access to information, price expectations and welfare: The role of mobile phone adoption in Ethiopia," Technological Forecasting and Social Change, Elsevier, vol. 145(C), pages 82-92.
    7. Bjørnskov, Christian & Rode, Martin, 2016. "And Yet It Grows: Crisis, Ideology, and Interventionist Policy Ratchets," Working Paper Series 1135, Research Institute of Industrial Economics.
    8. Dreher, Axel & Fuchs, Andreas & Langlotz, Sarah, 2019. "The effects of foreign aid on refugee flows," European Economic Review, Elsevier, vol. 112(C), pages 127-147.
    9. Dreher, Axel & Yu, Shu, 2016. "The Alma Mater Effect. Does Foreign Education of Political Leaders Influence Foreign Policy?," CEPR Discussion Papers 11450, C.E.P.R. Discussion Papers.
    10. Ippolito, Filippo & Ozdagli, Ali & Perez Orive, Ander, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," CEPR Discussion Papers 9696, C.E.P.R. Discussion Papers.
    11. Regine Pleninger & Jan-Egbert Sturm, 2019. "The Effects of Economic Globalisation and Ethnic Fractionalisation on Redistribution," KOF Working papers 19-465, KOF Swiss Economic Institute, ETH Zurich.
    12. Iva Trako, 2018. "Returning Home After Conflict Displacement: Labor Supply and Schooling Outcomes Among Kosovar Households," PSE Working Papers halshs-01828477, HAL.
    13. Böhm, Hannes & Eichler, Stefan & Gießler, Stefan, 2019. "What drives the commodity-sovereign-risk-dependence in emerging market economies?," IWH Discussion Papers 23/2019, Halle Institute for Economic Research (IWH).
    14. Sansone, Dario, 2019. "Pink work: Same-sex marriage, employment and discrimination," Journal of Public Economics, Elsevier, vol. 180(C).
    15. Lanz, Rainer & Lee, Woori & Stolzenburg, Victor, 2019. "Distance, formal and informal institutions in international trade," WTO Staff Working Papers ERSD-2019-03, World Trade Organization (WTO), Economic Research and Statistics Division.
    16. Dreher, Axel & Eichenauer, Vera & Gehring, Kai, 2014. "Geopolitics, Aid and Growth," CEPR Discussion Papers 9904, C.E.P.R. Discussion Papers.
    17. Thomas Stubbs & Bernhard Reinsberg & Alexander Kentikelenis & Lawrence King, 2020. "How to evaluate the effects of IMF conditionality," The Review of International Organizations, Springer, vol. 15(1), pages 29-73, January.
    18. Lang, Valentin F. & Presbitero, Andrea F., 2018. "Room for discretion? Biased decision-making in international financial institutions," Journal of Development Economics, Elsevier, vol. 130(C), pages 1-16.
    19. Dreher, Axel & Fuchs, Andreas & Hodler, Roland & Parks, Bradley & Raschky, Paul A. & Tierney, Michael J., 2019. "Is favoritism a threat to Chinese aid effectiveness? A subnational analysis of Chinese development projects," Kiel Working Papers 2134, Kiel Institute for the World Economy (IfW).
    20. Axel Dreher & Andreas Fuchs & Roland Hodler & Bradley C. Parks & Paul A. Raschky & Michael J. Tierney, 2015. "Aid on Demand: African Leaders and the Geography of China's Foreign Assistance," CESifo Working Paper Series 5439, CESifo.
    21. Jasmin Katrin Gröschl & Vincent Schippers & Thomas Steinwachs, 2020. "Borders, Roads and the Relocation of Economic Activity Due to Extreme Weather," CESifo Working Paper Series 8193, CESifo.
    22. Aucejo, Esteban & Coate, Patrick & Fruehwirth, Jane & Kelly, Sean & Mozenter, Zachary, 2018. "Teacher Effectiveness and Classroom Composition," CEPR Discussion Papers 13166, C.E.P.R. Discussion Papers.
    23. Dreher, Axel & Minasyan, Anna & Nunnenkamp, Peter, 2015. "Government ideology in donor and recipient countries: Does ideological proximity matter for the effectiveness of aid?," European Economic Review, Elsevier, vol. 79(C), pages 80-92.
    24. Alidou, Sahawal & Verpoorten, Marijke, 2019. "Only women can whisper to gods: Voodoo, menopause and women’s autonomy," World Development, Elsevier, vol. 119(C), pages 40-54.
    25. Böhm, Hannes, 2020. "Physical climate change risks and the sovereign creditworthiness of emerging economies," IWH Discussion Papers 8/2020, Halle Institute for Economic Research (IWH).
    26. Gopi Shah Goda & Matthew R. Levy & Colleen Flaherty Manchester & Aaron Sojourner & Joshua Tasoff, 2015. "The Role of Time Preferences and Exponential-Growth Bias in Retirement Savings," NBER Working Papers 21482, National Bureau of Economic Research, Inc.
    27. Milonas, Kristoffer, 2017. "The effect of foreclosure laws on securitization: Evidence from U.S. states," Journal of Financial Stability, Elsevier, vol. 33(C), pages 1-22.
    28. Niclas Berggren & Christian Bjørnskov, 2019. "Regulation and government debt," Public Choice, Springer, vol. 178(1), pages 153-178, January.
    29. Dreher, Axel & Fuchs, Andreas & Hodler, Roland & Parks, Bradley C. & Raschky, Paul A. & Tierney, Michael J., 2015. "Aid on Demand: African Leaders and the Geography of China's Foreign Assistance," CEPR Discussion Papers 10704, C.E.P.R. Discussion Papers.
    30. Bun, Maurice J.G. & Harrison, Teresa D., 2014. "OLS and IV estimation of regression models including endogenous interaction terms," School of Economics Working Paper Series 2014-3, LeBow College of Business, Drexel University.
    31. Erasmus Kersting & Christopher Kilby, 2014. "With a Little Help from My Friends: Global Electioneering and World Bank Lending," Villanova School of Business Department of Economics and Statistics Working Paper Series 25, Villanova School of Business Department of Economics and Statistics.
    32. Christian Bjørnskov, 2017. "Growth, Inequality, And Economic Freedom: Evidence From The U.S. States," Contemporary Economic Policy, Western Economic Association International, vol. 35(3), pages 518-531, July.
    33. Cosimo Beverelli & Alexander Keck & Mario Larch & Yoto V. Yotov, 2018. "Institutions, Trade and Development: A Quantitative Analysis," CESifo Working Paper Series 6920, CESifo.
    34. Eichenauer, Vera Z. & Fuchs, Andreas & Brueckner, Lutz, 2018. "The Effects of Trade, Aid, and Investment on China's Image in Developing Countries," Working Papers 0646, University of Heidelberg, Department of Economics.
    35. Nathan M. Jensen & Noel P. Johnston & Chia-yi Lee & Hadi Sahin, 2020. "Crisis and contract breach: The domestic and international determinants of expropriation," The Review of International Organizations, Springer, vol. 15(4), pages 869-898, October.
    36. Axel Dreher & Vera Eichenauer & Kai Gehring, 2013. "Geopolitics, Aid and Growth," CESifo Working Paper Series 4299, CESifo.
    37. Berggren, Niclas & Bjørnskov, Christian, 2019. "Corruption, Judicial Accountability and Inequality: Unfair Procedures May Benefit the Worst-Off," Working Paper Series 1311, Research Institute of Industrial Economics.
    38. Dreher, Axel & Gassebner, Martin & Schaudt, Paul, 2017. "The Effect of Migration on Terror - Made at Home or Imported from Abroad?," CEPR Discussion Papers 12062, C.E.P.R. Discussion Papers.
    39. Axel Dreher & Sarah Langlotz, 2015. "Aid and Growth. New Evidence Using an Excludable Instrument," CESifo Working Paper Series 5515, CESifo.
    40. Bergh, Andreas & Bjørnskov, Christian, 2019. "Does Economic Freedom Boost Growth for Everyone?," Working Paper Series 1276, Research Institute of Industrial Economics.
    41. Axel Dreher & Shu Yu, 2016. "The Alma Mater Effect - Does Foreign Education of Political Leaders Influence Foreign Policy?," CESifo Working Paper Series 5871, CESifo.
    42. Axel Dreher & Martin Gassebner & Paul Schaudt, 2017. "The Effect of Migration on Terror - Made at Home or Imported from Abroad?," CESifo Working Paper Series 6441, CESifo.
    43. Tesfamicheal Wossen & Salvatore Falco & Thomas Berger & William McClain, 2016. "You are not alone: social capital and risk exposure in rural Ethiopia," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 8(4), pages 799-813, August.
    44. Joaquín Mayorga, 2019. "The labour effect of a Disability Act. Longitudinal evidence from Chile," Working Papers wp478, University of Chile, Department of Economics.
    45. Thomas Apolte & Lena Gerling, 2018. "Youth bulges, insurrections and labor-market restrictions," Public Choice, Springer, vol. 175(1), pages 63-93, April.
    46. Axel Dreher & Shu Yu, 2020. "The Alma Mater effect: Does foreign education of political leaders influence UNGA voting?," Public Choice, Springer, vol. 185(1), pages 45-64, October.
    47. Di Falco, Salvatore & Feri, Francesco & Pin, Paolo & Vollenweider, Xavier, 2016. "Ties that Bind: Network Redistributive Pressure and Economic Decisions in Village Economies," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236345, Agricultural and Applied Economics Association.
    48. John Eklund & Rahul Kapoor, 2019. "Pursuing the New While Sustaining the Current: Incumbent Strategies and Firm Value During the Nascent Period of Industry Change," Organization Science, INFORMS, vol. 30(2), pages 383-404, March.
    49. Brunello, Giorgio & Crema, Angela & Rocco, Lorenzo, 2018. "Some unpleasant consequences of testing at length," GLO Discussion Paper Series 286, Global Labor Organization (GLO).
    50. Beverelli, Cosimo & Keck, Alexander & Larch, Mario & Yotov, Yoto, 2018. "Institutions, Trade and Development: A Quantitative Analysis," School of Economics Working Paper Series 2018-3, LeBow College of Business, Drexel University.
    51. Bergh, Andreas & Bjørnskov, Christian, 2016. "Burying the Bumblebee Once and for All:," Working Paper Series 1119, Research Institute of Industrial Economics.
    52. Axel Dreher & Andreas Fuchs & Sarah Langlotz, 2018. "The Effects of Foreign Aid on Refugee Flows," CESifo Working Paper Series 6885, CESifo.
    53. Jonathan Norris, 2019. "Peers, parents and attitudes about school," Working Papers 1901, University of Strathclyde Business School, Department of Economics.
    54. Axel Dreher & Vera Z Eichenauer & Kai Gehring, 2018. "Geopolitics, Aid, and Growth: The Impact of UN Security Council Membership on the Effectiveness of Aid," World Bank Economic Review, World Bank Group, vol. 32(2), pages 268-286.
    55. Brunello, Giorgio & Lodigiani, Elisabetta & Rocco, Lorenzo, 2017. "Does Low Skilled Immigration Cause Human Capital Polarization? Evidence from Italian Provinces," IZA Discussion Papers 11062, Institute of Labor Economics (IZA).
    56. Lang, Valentin, 2016. "The Economics of the Democratic Deficit: The Effect of IMF Programs on Inequality," Working Papers 0617, University of Heidelberg, Department of Economics.
    57. Brunello, Giorgio & Crema, Angela & Rocco, Lorenzo, 2018. "Testing at Length If It Is Cognitive or Non-Cognitive," IZA Discussion Papers 11603, Institute of Labor Economics (IZA).
    58. Thomas Steinwachs, 2019. "Eine Frage der Geographie: Räumliche Dimensionen von Handel, Migration und Wachstum," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 81.
    59. Axel Dreher & Martin Gassebner & Paul Schaudt, 2020. "The effect of migration on terror: Made at home or imported from abroad?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(4), pages 1703-1744, November.

  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.

    Cited by:

    1. Ming Liu & Sumner La Croix, 2014. "The Impact of Stronger Property Rights in Pharmaceuticals on Innovation in Developed and Developing Countries," Working Papers 201407, University of Hawaii at Manoa, Department of Economics.
    2. Alem, Yonas, 2014. "Poverty Persistence and Intra-Household Heterogeneity in Occupations: Some Evidence from Ethiopia," Discussion Papers dp-14-05-efd, Resources For the Future.
    3. Yan Wei & Li Zhang, 2016. "Understanding Hypergamous Marriages of Chinese Rural Women," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 35(6), pages 877-898, December.
    4. Alem, Yonas, 2013. "Poverty Persistence and Intra-Household Heterogeneity in Occupations: Evidence from Urban Ethiopia," Working Papers in Economics 580, University of Gothenburg, Department of Economics.
    5. Ming Liu & Sumner la Croix, 2013. "A Cross-Country Index of Intellectual Property Rights in Pharmaceutical Innovations," Working Papers 201313, University of Hawaii at Manoa, Department of Economics.
    6. Kevin Momanyi, 2018. "A Structural Model of The Demand For Telecare," 2018 Papers pmo1170, Job Market Papers.
    7. Moscone, Francesco & Tosetti, Elisa & Vittadini, Giorgio, 2015. "The Impact of Precarious Employment on Mental Health: the Case of Italy," MPRA Paper 61405, University Library of Munich, Germany.
    8. Yonas Alem, 2015. "Poverty Persistence and Intra-Household Heterogeneity in Occupations: Evidence from Urban Ethiopia," Oxford Development Studies, Taylor & Francis Journals, vol. 43(1), pages 20-43, March.

Articles

  1. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2016. "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching," Journal of Econometrics, Elsevier, vol. 190(2), pages 252-266.

    Cited by:

    1. Banchayehu Tessema Assefa & Jordan Chamberlin & Pytrik Reidsma & João Vasco Silva & Martin K. Ittersum, 2020. "Unravelling the variability and causes of smallholder maize yield gaps in Ethiopia," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 12(1), pages 83-103, February.
    2. Michael Bates & Seolah Kim, 2019. "Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline," Working Papers 202003, University of California at Riverside, Department of Economics.
    3. Tingting Song & Qian Tang & Jinghua Huang, 2019. "Triadic Closure, Homophily, and Reciprocation: An Empirical Investigation of Social Ties Between Content Providers," Information Systems Research, INFORMS, vol. 30(3), pages 912-926, September.
    4. Hiroyuki Taguchi & Don Chalani Imasha Rubasinghe, 2019. "Trade Impacts of South Asian Free Trade Agreements in Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 20(1), pages 1-18, March.

  2. Nizalova Olena Y. & Murtazashvili Irina, 2016. "Exogenous Treatment and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 71-77, January.
    See citations under working paper version above.
  3. Irina Murtazashvili & Di Liu & Artem Prokhorov, 2015. "Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden," Canadian Journal of Economics, Canadian Economics Association, vol. 48(5), pages 1733-1761, December.

    Cited by:

    1. Hirukawa, Masayuki & Prokhorov, Artem, 2018. "Consistent estimation of linear regression models using matched data," Journal of Econometrics, Elsevier, vol. 203(2), pages 344-358.

  4. 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.

    Cited by:

    1. Đặng, Rey & Houanti, L’Hocine & Reddy, Krishna & Simioni, Michel, 2020. "Does board gender diversity influence firm profitability? A control function approach," Economic Modelling, Elsevier, vol. 90(C), pages 168-181.
    2. Richard Bluhm & Martin Gassebner & Sarah Langlotz & Paul Schaudt, 2016. "Fueling Conflict? (De)Escalation and Bilateral Aid," CESifo Working Paper Series 6125, CESifo.
    3. Tsekouras, Kostas & Chatzistamoulou, Nikos & Kounetas, Kostas, 2017. "Productive performance, technology heterogeneity and hierarchies: Who to compare with whom," International Journal of Production Economics, Elsevier, vol. 193(C), pages 465-478.
    4. Michler, Jeffrey D. & Josephson, Anna L., 2017. "To Specialize or Diversify: Agricultural Diversity and Poverty Dynamics in Ethiopia," World Development, Elsevier, vol. 89(C), pages 214-226.
    5. Bluhm, Richard & Gassebner, Martin & Langlotz, Sarah & Schaudt, Paul, 2016. "Fueling conflict? : (De)escalation and bilateral aid," MERIT Working Papers 2016-053, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    6. Varun Kumar Das, 2018. "Looking Beyond the Farm and Household: Determinants of On-farm Diversification in India," Working Papers id:12945, eSocialSciences.
    7. Varun Kumar Das, 2018. "Looking beyond the farm and household: Determinants of on-farm diversification in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2018-023, Indira Gandhi Institute of Development Research, Mumbai, India.
    8. Ramon Cobo-Reyes & Gabriel Katz & Simone Meraglia?, 2017. "Endogenous Sanctioning Institutions and Migration Patterns: Experimental Evidence," Discussion Papers 1702, University of Exeter, Department of Economics.
    9. Josephson, Anna Leigh & Michler, Jeffrey D., 2015. "To Specialize or Diversify: Agricultural Diversity and Poverty Persistence in Ethiopia," 2015 Conference, August 9-14, 2015, Milan, Italy 212459, International Association of Agricultural Economists.
    10. Rickert, Dennis, 2016. "Consumer state dependence, switching costs, and forward-looking producers. A dynamic discrete choice model applied to the diaper market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145672, Verein für Socialpolitik / German Economic Association.

  5. 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, June.

    Cited by:

    1. A. Burak Paç & Mustafa Ç. Pınar, 2018. "On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets," Annals of Operations Research, Springer, vol. 266(1), pages 223-253, July.
    2. Carroll, Rachael & Conlon, Thomas & Cotter, John & Salvador, Enrique, 2017. "Asset allocation with correlation: A composite trade-off," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1164-1180.

  6. 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.

    Cited by:

    1. Sudipta Das, 2019. "Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(3), pages 339-354, September.
    2. Doukakis, Leonidas C. & Papanastasopoulos, Georgios A., 2014. "The accrual anomaly in the U.K. stock market: Implications of growth and accounting distortions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 256-277.
    3. Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017. "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 300-315.

  7. 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.

    Cited by:

    1. Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Combined Estimation of Semiparametric Panel Data Models," Working Papers 201915, University of California at Riverside, Department of Economics.
    2. Irina Murtazashvili & Di Liu & Artem Prokhorov, 2015. "Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden," Canadian Journal of Economics, Canadian Economics Association, vol. 48(5), pages 1733-1761, December.
    3. Susan Athey & Julie Tibshirani & Stefan Wager, 2016. "Generalized Random Forests," Papers 1610.01271, arXiv.org, revised Apr 2018.
    4. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
    5. Tadao Hoshino, 2018. "Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 160-172, January.
    6. Feng Yao & Junsen Zhang, 2013. "Efficient Kernel-Based Semiparametric IV Estimation with an Application to Resolving a Puzzle on the Estimates of the Return to Schooling," Working Papers 13-01, Department of Economics, West Virginia University.
    7. Koo, Chao, 2018. "Essays on functional coefficient models," Other publications TiSEM ba87b8a5-3c55-40ec-967d-9, Tilburg University, School of Economics and Management.
    8. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
    9. Yan Li & Liangjun Su & Yuewu Xu, 2015. "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 203-220, April.

  8. 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.

    Cited by:

    1. Chui, David & Wing Cheng, Wui & Chi Chow, Sheung & LI, Ya, 2020. "Eastern Halloween effect: A stochastic dominance approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).

  9. 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.

    Cited by:

    1. Levy, Moshe & Levy, Haim, 2015. "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 29-38.
    2. Li, Shuo & Tu, Yundong, 2016. "n-consistent density estimation in semiparametric regression models," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 91-109.
    3. Guermat, Cherif, 2014. "Yes, the CAPM is testable," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 31-42.

  10. 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.

    Cited by:

    1. Irina Murtazashvili & Di Liu & Artem Prokhorov, 2015. "Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden," Canadian Journal of Economics, Canadian Economics Association, vol. 48(5), pages 1733-1761, December.
    2. M. Shahe Emran & Forhad Shilpi, 2019. "Economic approach to intergenerational mobility: Measures, methods, and challenges in developing countries," WIDER Working Paper Series wp-2019-98, World Institute for Development Economic Research (UNU-WIDER).
    3. Brantly Callaway & Weige Huang, 2019. "Local Intergenerational Elasticities," Economics Bulletin, AccessEcon, vol. 39(2), pages 919-928.
    4. Brantly Callaway & Weige Huang, 2020. "Distributional Effects of a Continuous Treatment with an Application on Intergenerational Mobility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 808-842, August.
    5. Webber, Douglas A., 2018. "Employment Adjustment over the Business Cycle: The Impact of Competition in the Labor Market," IZA Discussion Papers 11887, Institute of Labor Economics (IZA).

  11. 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.

    Cited by:

    1. Jerome Dugan, 2015. "Trends in Managed Care Cost Containment: An Analysis of the Managed Care Backlash," Health Economics, John Wiley & Sons, Ltd., vol. 24(12), pages 1604-1618, December.
    2. Franklin, Simon, 2020. "Enabled to work: The impact of government housing on slum dwellers in South Africa," Journal of Urban Economics, Elsevier, vol. 118(C).
    3. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments," Boston College Working Papers in Economics 839, Boston College Department of Economics.
    4. Goldstein, Adam & Haveman, Heather A., 2010. "Press and Pulpit: Competition, Co-operation and the Growth of Religious Magazines in Antebellum America," Institute for Research on Labor and Employment, Working Paper Series qt44p1j2c7, Institute of Industrial Relations, UC Berkeley.
    5. Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
    6. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Youssef, Ahmed H. & Abonazel, Mohamed R., 2009. "A Comparative Study for Estimation Parameters in Panel Data Model," MPRA Paper 49713, University Library of Munich, Germany.
    8. Michael Bates & Seolah Kim, 2019. "Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline," Working Papers 202003, University of California at Riverside, Department of Economics.
    9. Mu, Ren, 2006. "Income Shocks, Consumption, Wealth, and Human Capital: Evidence from Russia," Economic Development and Cultural Change, University of Chicago Press, vol. 54(4), pages 857-892, July.
    10. Carl-Johan Dalgaard & Henrik Hansen, 2005. "The Return to Foreign Aid," Discussion Papers 05-04, University of Copenhagen. Department of Economics.
    11. Amiti, Mary & Dai, Mi & Feenstra, Robert & Romalis, John, 2017. "How Did China's WTO Entry Benefit U.S. Consumers?," CEPR Discussion Papers 12076, C.E.P.R. Discussion Papers.
    12. Mary Amiti & Mi Dai & Robert C. Feenstra & John Romalis, 2017. "How did China’s WTO entry benefit U.S. prices?," Staff Reports 817, Federal Reserve Bank of New York.
    13. Abonazel, Mohamed R., 2016. "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper 72586, University Library of Munich, Germany.
    14. Ruochen Wu & Melvyn Weeks, 2020. "A Semi-Parametric Bayesian Generalized Least Squares Estimator," Papers 2011.10252, arXiv.org.
    15. Andrea Mercatanti & Taneli Mäkinen & Andrea Silvestrini, 2017. "Investment decisions by European firms and financing constraints," Temi di discussione (Economic working papers) 1148, Bank of Italy, Economic Research and International Relations Area.
    16. Andrew Adrian Yu Pua, 2015. "On IV estimation of a dynamic linear probability model with fixed effects," UvA-Econometrics Working Papers 15-01, Universiteit van Amsterdam, Dept. of Econometrics.
    17. Amiti, Mary & Dai, Mi & Feenstra, Robert C. & Romalis, John, 2020. "How did China's WTO entry affect U.S. prices?," Journal of International Economics, Elsevier, vol. 126(C).
    18. Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011. "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper 49768, University Library of Munich, Germany.
    19. Mercatanti, Andrea & Mäkinen, Taneli & Silvestrini, Andrea, 2019. "The role of financial factors for European corporate investment," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 246-258.
    20. Sakketa, Tekalign Gutu & Gerber, Nicolas, 2017. "Rural Shadow Wages and Youth Agricultural Labor Supply in Ethiopia: Evidence from Farm Panel Data," Discussion Papers 256284, University of Bonn, Center for Development Research (ZEF).
    21. Gutu, Tekalign, 2016. "Are rural youth disengaging from agriculture? Empirical evidence from Ethiopia," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246925, African Association of Agricultural Economists (AAAE).
    22. Luis Diaz‐Serrano & William Nilsson, 2020. "The regional anatomy of youths' educational attainment in Spain: The role of the employment structure in local labour markets," Papers in Regional Science, Wiley Blackwell, vol. 99(5), pages 1487-1508, October.
    23. Alcántar-Toledo, Javier & Venieris, Yannis P., 2014. "Fiscal policy, growth, income distribution and sociopolitical instability," European Journal of Political Economy, Elsevier, vol. 34(C), pages 315-331.
    24. Robert C. Feenstra & Zhiyuan Li & Miaojie Yu, 2011. "Exports and Credit Constraints Under Incomplete Information: Theory and Evidence from China," NBER Working Papers 16940, National Bureau of Economic Research, Inc.

  12. Herrera, Ana Mari­a & 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.

    Cited by:

    1. Nilsen, Jeffrey, 2013. "Delayed production and raw materials inventory under uncertainty," International Journal of Production Economics, Elsevier, vol. 146(1), pages 337-345.
    2. Morley, James & Singh, Aarti, 2009. "Inventory Mistakes and the Great Moderation," Working Papers 2009-04, University of Sydney, School of Economics, revised Feb 2015.
    3. James Morley & Aarti Singh, 2016. "Inventory Shocks and the Great Moderation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 699-728, June.
    4. Silvio Contessi & Pierangelo DePace, 2008. "Do European capital flows comove?," Working Papers 2008-042, Federal Reserve Bank of St. Louis.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2010-08-21 2011-03-12 2013-10-25
  2. NEP-CNA: China (2) 2010-08-21 2012-10-13
  3. NEP-GEN: Gender (1) 2018-11-05
  4. NEP-INT: International Trade (1) 2018-11-05
  5. NEP-LAB: Labour Economics (1) 2018-11-05
  6. NEP-MIG: Economics of Human Migration (1) 2010-08-21
  7. NEP-TRA: Transition Economics (1) 2010-08-21

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