The Amiti-Weinstein estimator: an equivalence result

DOI10.1016/J.ECONLET.2016.11.039zbMath1398.62327OpenAlexW2559580809MaRDI QIDQ1672785

Jan Van Hove, Joris Tielens

Publication date: 11 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.11.039

zbMATH Keywords

weighted least squarescredit demand shockscredit supply shocks

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Cites Work

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