IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Irina Murtazashvili

This is information that was supplied by Irina Murtazashvili in registering through RePEc. If you are Irina Murtazashvili, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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]

Affiliation

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)

Works

in new window

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.
  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. 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.
  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.
  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.
  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.
  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, 06.
  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.
  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.
  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.
  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.
  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.
  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.
  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.

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. Author is listed
  2. NEP-CNA: China (2) 2010-08-21 2012-10-13. Author is listed
  3. NEP-MIG: Economics of Human Migration (1) 2010-08-21
  4. NEP-TRA: Transition Economics (1) 2010-08-21

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Irina Murtazashvili should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.