Irene Botosaru

Associate professor
Department of Economics
McMaster University

Research field: Econometrics


Nonparametric Analysis of a Duration Model with Stochastic Unobserved Heterogeneity (2020).
Journal of Econometrics, 217(1): 112-139.
[Abstract]    [Paper]

On the Role of Covariates in the Synthetic Control Method (2019, with Bruno Ferman).
The Econometrics Journal, 22(2): 117-130. Included in the Virtual Issue: The Econometrics of Treatment Effects
[Abstract]    [Paper]

Nonparametric Heteroskedasticity in Persistent Panel Processes: An Application to Earnings Dynamics (2018, with Yuya Sasaki).
Journal of Econometrics, 203(2): 283-296.
[Abstract]    [Paper]    [Stata command]

Difference-in-Differences When the Treatment Status is Observed in Only One Period (2018, with Federico Gutierrez).
Journal of Applied Econometrics, 33(1): 73-90.
[Abstract]    [Paper]

Working Papers

Binarization for Panel Models with Fixed Effects (2017, with Chris Muris).
[Abstract]    [Paper]

Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares (2021, with Chris Muris and Krishna Pendakur)
Conditionally accepted at Journal of Econometrics
[Abstract]    [Paper]

Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility (2021)
RR at Journal of Econometrics
[Abstract]    [Paper]

Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels (2021, with Chris Muris and Senay Sokullu)
[Abstract]    [Paper]

Forecasted Treatment Effects (with Raffaella Giacomini and Martin Weidner)

Work in Progress

Identifying Higher-Order Earnings Risks and Asymmetric Marginal Propensities to Consume (with Silvia Sarpietro and Yuya Sasaki)

Nonparametric Identification and Estimation of a Potential Hazard Model

Identification of a Duration Model with Time Deformed Unobserved Heterogeneity

A Duration Model with Dynamic Unobserved Heterogeneity. TSE working paper 11-262