Irene Botosaru

Irene Botosaru

Associate Professor
Canada Research Chair (Tier 2)
Department of Economics
McMaster University


Research field: Econometrics
Curriculum Vitae: [Link]


Women in Econometrics Conference
[2022]    [2024]    [2026]   
Canadian Econometrics Study Group
[2023]


Research

My research develops econometric methods for panel data, with a focus on nonlinear models and program evaluation. A unifying theme of my work is how time variation and cross-sectional heterogeneity affect the identification and estimation of counterfactuals and treatment effects.


Publications

Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity (2025, with Chris Muris and Senay Sokullu)
Accepted at Journal of Business & Economic Statistics
[Abstract]    [link]

Identification of Time-Varying Counterfactual Parameters in Nonlinear Panel Models (2024, with Chris Muris)
Accepted at Journal of Econometrics
[Abstract]    [Paper]    [arXiv]

Time-Varying Unobserved Heterogeneity in Earnings Shocks (2023)
Journal of Econometrics, 235(2): 1378-1393.
[Abstract]    [Paper]

Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares (2023, with Chris Muris and Krishna Pendakur)
Journal of Econometrics, 232(2): 576-597.
[Abstract]    [Paper]

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]



In Progress

Event Studies with Imperfect Adoption (with Akanksha Negi)

Identification and Estimation of Correlated Random Coefficient Distributions (in Panel Data) (with Jim Powell)

An Adversarial Approach to Identification and Inference (with Isaac Loh and Chris Muris)
[Abstract]    [arXiv]

Fixed Effects 2SLS for Linear Panel Models with Feedback (with Chris Muris)

Time-Varying Heterogeneous Treatment Effects in Event Studies (with Laura Liu)
[Abstract]    [arXiv]

Forecasted Treatment Effects (with Raffaella Giacomini and Martin Weidner)
[Abstract]    [arXiv]

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



Superseded by newer work

Time-varying linear transformation models with fixed effects and endogeneity for short panels (2022, with Chris Muris and Senay Sokullu)
[Cemmap Working Paper 06/22]    [McMaster Working Paper]

Binarization for Panel Models with Fixed Effects (2017, with Chris Muris).
[Abstract]    [Cemmap Working Paper 31/17]

Identifying Distributions in a Panel Model with Heteroskedasticity: An Application to Earnings Volatility (2017)
[Simon Fraser University Working Paper 17-11].

A Duration Model with Dynamic Unobserved Heterogeneity (2011)
[TSE Working Paper 11-262]



Dormant

Nonparametric Identification and Estimation of a Potential Hazard Model

Identification of a Duration Model with Time Deformed Unobserved Heterogeneity