The Amiti–Weinstein estimator: An equivalence result

Joris Tielens and Jan Van Hove

Economics Letters, 2017, vol. 151, issue C, 19-22

Abstract: 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.

Keywords: Credit demand shocks; Credit supply shocks; Weighted least squares (search for similar items in EconPapers)
JEL-codes: C58 E51 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176516304992
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:151:y:2017:i:c:p:19-22

DOI: 10.1016/j.econlet.2016.11.039

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().