The Amiti-Weinstein estimator: an equivalence result

The Amiti-Weinstein estimator: an equivalence result

© 2016 Elsevier B.V. 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 resear...

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Veröffentlicht in:Economics Letters 2017, Vol.151, p.19-22
Hauptverfasser: Tielens, Joris, Van Hove, Jan
Format: Artikel
Sprache:eng
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Zusammenfassung:© 2016 Elsevier B.V. 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.
ISSN:0165-1765