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The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of banking & finance 36 (2012) 4, pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
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A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
Murtazashvili, Irina; Wooldridge, Jeffrey M. - In: Journal of econometrics 190 (2016) 2, pp. 252-266
Persistent link: https://www.econbiz.de/10011592263
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Yet another look at the omitted variable bias
Hirukawa, Masayuki; Murtazashvili, Irina; Prokhorov, Artem - In: Econometric reviews 42 (2023) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014305433