The Amiti-Weinstein Estimator : An Equivalence Result

Amiti and Weinstein (2013) develop a new methodology to identify bank-supply shocks using matched bank–firm credit data. We show, using the Frisch–Waugh theorem, that their methodology is equivalent to a weighted least squares regression and suggest applicability in other research areas

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Year of publication:	2017
Authors:	Tielens, Joris
Other Persons:	Van Hove, Jan (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (8 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Economics Letters, Vol. 151, 2017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 12, 2016 erstellt
Classification:	E51 - Money Supply; Credit; Money Multipliers ; c58
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012955411