Irina Murtazashvili, PhD

Hirukawa, Masayuki, Murtazashvili, Irina, and Prokhorov, Artem, Yet Another Look at Omitted Variable Bias. Econometric Reviews (Forthcoming).

Hirukawa, Masayuki, Murtazashvili, Irina, and Prokhorov, Artem, Uniform Convergence Rates for Nonparametric Estimators Smoothed by the Beta Kernel. Scandinavian Journal of Statistics 49 (Year 2022):1353-1382.

Norton, Edward, Nizalova, Olena, and Murtazashvili, Irina, Does Past Unemployment Experience Explain the Transition Happiness Gap?. Journal of Comparative Economics 46 (Sep 2018):1104-1121.

Murtazashvili, Irina, and Wooldridge, Jeffrey M., A Control Function Approach to Estimating Switching Regression Models with Endogenous Explanatory Variables and Endogenous Switching. Journal of Econometrics 190 (Feb 2016):252-266.

Nizalova, Olena, and Murtazashvili, Irina, Exogenous Policies and Endogenous Factors: Vanishing of Omitted Variable Bias on the Interaction Term. Journal of Econometric Methods 5 (Jan 2016):71-77.

Murtazashvili, Irina, Liu, Di, and Prokhorov, Artem, Two-sample Nonparametric Estimation of Intergenerational Income Mobility in the United States and Sweden. Canadian Journal of Economics 48 (Dec 2015):1733-1761.

Murtazashvili, Irina, and Vozlyublennaia, Nadia, When Do Characteristics-sorted Factors Mechanically Explain Returns?. Journal of International Financial Markets, Institutions and Money 25 (Jul 2013):119-143.

Murtazashvili, Irina, and Vozlyublennaia, Nadia, Diversification Strategies: Do Limited Data Constrain Investors?. Journal of Financial Research 36 (Jun 2013):215-232.

Su, Liangjun, Murtazashvili, Irina, and Ullah, Aman, Local Linear GMM Estimation of Functional Coefficient IV Models with an Application to Estimating the Rate of Return to Schooling. Journal of Business and Economic Statistics 31 (Apr 2013):184-207.

Giles, John T., and Murtazashvili, Irina, A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors. Journal of Econometric Methods 2 (Jul 2013):69-87.

Murtazashvili, Irina, An Alternative Measure of Intergenerational Income Mobility Based on a Random Coefficient Model. Journal of Applied Econometrics 27 (Dec 2012):1161-1173.

Murtazashvili, Irina, and Vozlyublennaia, Nadia, The Role of Data Limitations in Asset Pricing Models. Journal of International Financial Markets, Institutions and Money 22 (Jul 2012):555-574.

Murtazashvili, Irina, and Vozlyublennaia, Nadia, The Performance of Cross-sectional Regression-based Tests of the CAPM with Non-zero Pricing Errors. Journal of Banking and Finance 36 (Apr 2012):1057-1066.

Herrera, Ana Maria, Murtazashvili, Irina, and Pesavento, Elena, The Comovement Between Inventory Investment and Sales: Higher and Higher. Economics Letters 99 (Apr 2008):155-158.

Murtazashvili, Irina, and Wooldridge, Jeffrey M., Fixed Effects Instrumental Variables Estimation in Correlated Random Coefficient Panel Data Models. Journal of Econometrics 142 (Jan 2008):539-552.