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Frank Windmeijer

Personal Details

First Name:Frank
Middle Name:
Last Name:Windmeijer
Suffix:
RePEc Short-ID:pwi50
[This author has chosen not to make the email address public]
https://www.stats.ox.ac.uk/people/frank-windmeijer
Dept. of Statistics University of Oxford 24-29 St Giles' Oxford OX1 3LB UK

Affiliation

(10%) Centre for Microdata Methods and Practice (CEMMAP)

London, United Kingdom
http://www.cemmap.ac.uk/
RePEc:edi:cmifsuk (more details at EDIRC)

(90%) Economics Group, Nuffield College
Department of Economics
Oxford University

Oxford, United Kingdom
http://www.nuffield.ox.ac.uk/Research/Economics-Group/Pages/Economics.aspx
RePEc:edi:egpoxuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Frank Windmeijer, 2023. "The Robust F-Statistic as a Test for Weak Instruments," Papers 2309.01637, arXiv.org, revised Dec 2024.
  2. Xiaoran Liang & Eleanor Sanderson & Frank Windmeijer, 2022. "Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator," Papers 2208.05278, arXiv.org.
  3. Frank Windmeijer, 2022. "Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals," Papers 2208.01967, arXiv.org.
  4. Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan, 2022. "On the instrumental variable estimation with many weak and invalid instruments," Papers 2207.03035, arXiv.org, revised Dec 2023.
  5. Nicolas Apfel & Frank Windmeijer, 2022. "The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction," Papers 2212.04814, arXiv.org, revised Apr 2024.
  6. Nicolas Van de Sijpe & Frank Windmeijer, 2021. "On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference," Economics Papers 2020-W09, Economics Group, Nuffield College, University of Oxford.
  7. Nicolas Van de Sijpe & Frank Windmeijer, 2020. "On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments," Working Papers 2020007, The University of Sheffield, Department of Economics.
  8. Neil M. Davies & Matt Dickson & George Davey Smith & Frank Windmeijer & G.J. van den Berg, 2019. "The Causal Effects of Education on Adult Health, Mortality and Income: Evidence from Mendelian Randomization and the Raising of the School Leaving Age," Working Papers 2019-029, Human Capital and Economic Opportunity Working Group.
  9. Chuhui Li & Donald S Poskitt & Frank Windmeijer & Xueyan Zhao, 2019. "Binary Outcomes, OLS, 2SLS and IV Probit," Monash Econometrics and Business Statistics Working Papers 5/19, Monash University, Department of Econometrics and Business Statistics.
  10. Frank Windmeijer & Xiaoran Liang & Fernando P Hartwig & Jack Bowden, 2019. "The Confidence Interval Method for Selecting Valid Instrumental Variables," Bristol Economics Discussion Papers 19/715, School of Economics, University of Bristol, UK.
  11. Frank Windmeijer, 2019. "Weak Instruments, First-Stage Heteroskedasticity and the Robust F-test," Bristol Economics Discussion Papers 19/708, School of Economics, University of Bristol, UK.
  12. Frank Windmeijer, 2018. "Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models," Bristol Economics Discussion Papers 18/696, School of Economics, University of Bristol, UK.
  13. Frank Windmeijer, 2017. "Two-Stage Least Squares as Minimum Distance," Bristol Economics Discussion Papers 17/683, School of Economics, University of Bristol, UK, revised 13 Jun 2018.
  14. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2016. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Bristol Economics Discussion Papers 16/674, School of Economics, University of Bristol, UK, revised 08 Aug 2017.
  15. David Pacini & Frank Windmeijer, 2016. "Robust Inference for the Two-Sample 2SLS Estimator," Bristol Economics Discussion Papers 16/676, School of Economics, University of Bristol, UK.
  16. Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
  17. Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015. "More reliable inference for the dissimilarity index of segregation," Post-Print hal-01457316, HAL.
  18. David Pacini & Frank Windmeijer, 2015. "Moment Conditions for AR(1) Panel Data Models with Missing Outcomes," Bristol Economics Discussion Papers 15/660, School of Economics, University of Bristol, UK.
  19. Eleanor Sanderson & Frank Windmeijer, 2015. "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers 31/15, Institute for Fiscal Studies.
  20. Fern Terris-Prestholt & Frank Windmeijer, 2015. "How To Sell A Condom? The Impact Of Demand Creation Tools On Male And Female Condom Sales In Resource Limited Settings," Working Papers 150017, Canadian Centre for Health Economics.
  21. Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015. "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics 63663, London School of Economics and Political Science, LSE Library.
  22. Sarah Smith & Frank Windmeijer & Edmund Wright, 2012. "Peer effects in charitable giving: Evidence from the (running) field," The Centre for Market and Public Organisation 12/290, The Centre for Market and Public Organisation, University of Bristol, UK.
  23. Samuel L Brilleman & Hugh Gravelle & Sandra Hollinghurst & Sarah Purdy & Chris Salisbury & Frank Windmeijer, 2011. "Keep it Simple? Predicting Primary Health Care Costs with Measures of Morbidity and Multimorbidity," Working Papers 072cherp, Centre for Health Economics, University of York.
  24. Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011. "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation 11/266, The Centre for Market and Public Organisation, University of Bristol, UK.
  25. Guy E.J. Faulkner & Paul Grootendorst & Van Hai Nguyen & Tatiana Andreyeva & Kelly Arbour-Nicitopoulos & Chris Auld & Sean B. Cash & John Cawley & Peter Donnelly & Adam Drewnowski & Laurette Dubé & R, 2011. "Economic Instruments for Obesity Prevention: Results of a Scoping Review and Modified Delphi Survey," Monash Economics Working Papers 31-11, Monash University, Department of Economics.
  26. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2011. "Genetic Markers as Instrumental Variables," The Centre for Market and Public Organisation 11/274, The Centre for Market and Public Organisation, University of Bristol, UK.
  27. Maurice Bun & Frank Windmeijer, 2010. "A comparison of bias approximations for the 2SLS estimator," CeMMAP working papers CWP07/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  28. Joao Santos Silva Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2010. "Is it different for zeros? Discriminating between models for non-negative data with many zeros," CeMMAP working papers CWP20/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  29. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2010. "Child height, health and human capital: evidence using genetic markers," The Centre for Market and Public Organisation 10/245, The Centre for Market and Public Organisation, University of Bristol, UK.
  30. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2010. "Genetic Markers as Instrumental Variables:An Application to Child Fat Mass and Academic Achievement," The Centre for Market and Public Organisation 10/229, The Centre for Market and Public Organisation, University of Bristol, UK.
  31. Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009. "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation 09/216, The Centre for Market and Public Organisation, University of Bristol, UK.
  32. Paul Clarke & Frank Windmeijer, 2009. "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation 09/217, The Centre for Market and Public Organisation, University of Bristol, UK.
  33. Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, The Centre for Market and Public Organisation, University of Bristol, UK.
  34. Paul Gregg & Paul A. Grout & Anita Ratcliffe & Sarah Smith & Frank Windmeijer, 2008. "How important is pro-social behaviour in the delivery of public services?," The Centre for Market and Public Organisation 08/197, The Centre for Market and Public Organisation, University of Bristol, UK.
  35. Carol Propper & Matt Sutton & Carolyn Whitnall & Frank Windmeijer, 2008. "Incentives and Targets in Hospital Care: Evidence from a Natural Experiment," The Centre for Market and Public Organisation 08/205, The Centre for Market and Public Organisation, University of Bristol, UK.
  36. Carol Propper & Matt Sutton & Carolyn Whitnall & Frank Windmeijer, 2007. "Did 'Targets and Terror' Reduce Waiting times in England for Hospital Care?," The Centre for Market and Public Organisation 07/179, The Centre for Market and Public Organisation, University of Bristol, UK.
  37. Maurice J.G. Bun & Frank Windmeijer, 2007. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers 07/595, School of Economics, University of Bristol, UK.
  38. Frank Windmeijer, 2006. "GMM for panel count data models," Bristol Economics Discussion Papers 06/591, School of Economics, University of Bristol, UK.
  39. Laura Blow & Andrew Leicester & Frank Windmeijer, 2005. "Parental income and children's smoking behaviour: evidence from the British Household Panel Survey," IFS Working Papers W05/10, Institute for Fiscal Studies.
  40. Audrey Laporte & Frank Windmeijer, 2005. "Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time," Working Papers laporte-04-01, University of Toronto, Department of Economics.
  41. Whitney K. Newey & Frank Windmeijer, 2005. "GMM with many weak moment conditions," CeMMAP working papers CWP18/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  42. Stephen Bond & Céline Nauges & Frank Windmeijer, 2005. "Unit roots: identification and testing in micro panels," CeMMAP working papers CWP07/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  43. Eric de Laat & Rudy Douven & Esther Mot & F. Windmeijer, 2004. "Pharmaceutical promotion and GP prescription behaviour," CPB Discussion Paper 30, CPB Netherlands Bureau for Economic Policy Analysis.
  44. Frank Windmeijer & Hugh Gravelle & Pierre Hoonhout, 2004. "Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level," IFS Working Papers W04/35, Institute for Fiscal Studies.
  45. Vincenzo Atella & Michael Hobbs & Steve Ridout & Jeff Richardson & Iain Robertson & Marie Closon & Julian Perelman & Konrad Fassbender & Jack Tu & Grant Curry & Peter Austin & Louise Pilote & Mark J. , 2003. "The Relationship Between Health Policies, Medical Technology Trends and Outcomes," Post-Print halshs-01990752, HAL.
  46. Frank Windmeijer, 2002. "ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data," CeMMAP working papers 14/02, Institute for Fiscal Studies.
  47. Stephen Bond & Céline Nauges & Frank Windmeijer, 2002. "Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C5-4, International Conferences on Panel Data.
  48. Stephen Bond & Frank Windmeijer, 2002. "Finite sample inference for GMM estimators in linear panel data models," CeMMAP working papers 04/02, Institute for Fiscal Studies.
  49. Abigail Moreland & Mark Mcclellan & Daniel Kessler & Olga Saynina & Michael Hobbs & Steve Ridout & Jeff Richardson & Iain Robertson & Marie Closon & Julian Perelman & Konrad Fassbender & Jack Tu & Gra, 2001. "Technological Change Around The World: Evidence From Heart Attack Care," Post-Print halshs-01990623, HAL.
  50. Stephen Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers W01/02, Institute for Fiscal Studies.
  51. Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers 06/01, Institute for Fiscal Studies.
  52. Richard Blundell & Stephen Bond & Frank Windmeijer, 2000. "Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator," IFS Working Papers W00/12, Institute for Fiscal Studies.
  53. Christian Dustmann & Frank Windmeijer, 2000. "Wages and the demand for health - a life cycle analysis," IFS Working Papers W99/20, Institute for Fiscal Studies.
  54. Frank Windmeijer, 2000. "A finite sample correction for the variance of linear two-step GMM estimators," IFS Working Papers W00/19, Institute for Fiscal Studies.
  55. Stephen Bond & Frank Windmeijer, 2000. "Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models," Econometric Society World Congress 2000 Contributed Papers 1395, Econometric Society.
  56. Richard Blundell & Frank Windmeijer, 2000. "Identifying demand for health resources using waiting times information," IFS Working Papers W00/03, Institute for Fiscal Studies.
  57. Richard Blundell & Rachel Griffith & Frank Windmeijer, 1999. "Individual effects and dynamics in count data models," IFS Working Papers W99/03, Institute for Fiscal Studies.
  58. Joao Santos Silva Santos Silva & Frank Windmeijer, 1999. "Two-part multiple spell models for health care demand," IFS Working Papers W99/02, Institute for Fiscal Studies.
  59. Frank Windmeijer, 1998. "Efficiency comparisons for a system GMM estimator in dynamic panel data models," IFS Working Papers W98/01, Institute for Fiscal Studies.
  60. Richard Blundell & Frank Windmeijer, 1997. "Cluster effects and simultaneity in multilevel models," IFS Working Papers W97/05, Institute for Fiscal Studies.
  61. Costas Meghir & Frank Windmeijer, 1997. "Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance," IFS Working Papers W97/21, Institute for Fiscal Studies.
  62. Frank Windmeijer & Joao Santos Silva Santos Silva, 1996. "Endogeneity in count data models; an application to demand for health care," IFS Working Papers W96/15, Institute for Fiscal Studies.
  63. Windmeijer, Frank, 1995. "A Note on R2 in the Instrumental Variables Model," MPRA Paper 102511, University Library of Munich, Germany.
  64. Cameron, C. & Windmeijer, F.A.G., 1993. "Deviance Based R-Squared Mesures of Goodness of Fit for Generalized Linear Models," Papers 256, Australian National University - Department of Economics.
  65. Cameron, A.C. & Windmeijer, F.A.G., 1993. "R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization," Papers 93-24, California Davis - Institute of Governmental Affairs.
  66. Windmeijer, F, 1989. "The asymptotic distribution of the sum of weighted squared residual in binary choice models. A x2 test," University of Amsterdam, Actuarial Science and Econometrics Archive 293145, University of Amsterdam, Faculty of Economics and Business.

Articles

  1. Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
  2. Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
  3. Chuhui Li & Donald S. Poskitt & Frank Windmeijer & Xueyan Zhao, 2022. "Binary outcomes, OLS, 2SLS and IV probit," Econometric Reviews, Taylor & Francis Journals, vol. 41(8), pages 859-876, September.
  4. Frank Windmeijer & Xiaoran Liang & Fernando P. Hartwig & Jack Bowden, 2021. "The confidence interval method for selecting valid instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(4), pages 752-776, September.
  5. Ben Brumpton & Eleanor Sanderson & Karl Heilbron & Fernando Pires Hartwig & Sean Harrison & Gunnhild Åberge Vie & Yoonsu Cho & Laura D. Howe & Amanda Hughes & Dorret I. Boomsma & Alexandra Havdahl & J, 2020. "Avoiding dynastic, assortative mating, and population stratification biases in Mendelian randomization through within-family analyses," Nature Communications, Nature, vol. 11(1), pages 1-13, December.
  6. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2019. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1339-1350, July.
  7. Arnold Polanski & Evarist Stoja & Frank Windmeijer, 2019. "Telling tales from the tails: High‐dimensional tail interdependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 779-794, August.
  8. Frank Windmeijer, 2019. "Two-stage least squares as minimum distance," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 1-9.
  9. Neil M. Davies & Matt Dickson & George Davey Smith & Gerard J. van den Berg & Frank Windmeijer, 2018. "The causal effects of education on health outcomes in the UK Biobank," Nature Human Behaviour, Nature, vol. 2(2), pages 117-125, February.
  10. Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
  11. Sanderson, Eleanor & Windmeijer, Frank, 2016. "A weak instrument F-test in linear IV models with multiple endogenous variables," Journal of Econometrics, Elsevier, vol. 190(2), pages 212-221.
  12. von Hinke, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2016. "Genetic markers as instrumental variables," Journal of Health Economics, Elsevier, vol. 45(C), pages 131-148.
  13. Pacini, David & Windmeijer, Frank, 2016. "Robust inference for the Two-Sample 2SLS estimator," Economics Letters, Elsevier, vol. 146(C), pages 50-54.
  14. Terris-Prestholt, Fern & Windmeijer, Frank, 2016. "How to sell a condom? The impact of demand creation tools on male and female condom sales in resource limited settings," Journal of Health Economics, Elsevier, vol. 48(C), pages 107-120.
  15. Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank, 2015. "Testing Competing Models for Non-negative Data with Many Zeros," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 29-46, January.
  16. Sarah Smith & Frank Windmeijer & Edmund Wright, 2015. "Peer Effects in Charitable Giving: Evidence from the (Running) Field," Economic Journal, Royal Economic Society, vol. 125(585), pages 1053-1071, June.
  17. Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015. "More reliable inference for the dissimilarity index of segregation," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 40-66, February.
  18. Brilleman, Samuel L. & Gravelle, Hugh & Hollinghurst, Sandra & Purdy, Sarah & Salisbury, Chris & Windmeijer, Frank, 2014. "Keep it simple? Predicting primary health care costs with clinical morbidity measures," Journal of Health Economics, Elsevier, vol. 35(C), pages 109-122.
  19. von Hinke Kessler Scholder, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2013. "Child height, health and human capital: Evidence using genetic markers," European Economic Review, Elsevier, vol. 57(C), pages 1-22.
  20. Paul S. Clarke & Frank Windmeijer, 2012. "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1638-1652, December.
  21. von Hinke Kessler Scholder, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2012. "The effect of fat mass on educational attainment: Examining the sensitivity to different identification strategies," Economics & Human Biology, Elsevier, vol. 10(4), pages 405-418.
  22. Bun, Maurice J.G. & Windmeijer, Frank, 2011. "A comparison of bias approximations for the two-stage least squares (2SLS) estimator," Economics Letters, Elsevier, vol. 113(1), pages 76-79, October.
  23. Stephanie von Hinke Kessler Scholder & George Davey Smith & Debbie A. Lawlor & Carol Propper & Frank Windmeijer, 2011. "Mendelian randomization: the use of genes in instrumental variable analyses," Health Economics, John Wiley & Sons, Ltd., vol. 20(8), pages 893-896, August.
  24. Gregg, Paul & Grout, Paul A. & Ratcliffe, Anita & Smith, Sarah & Windmeijer, Frank, 2011. "How important is pro-social behaviour in the delivery of public services?," Journal of Public Economics, Elsevier, vol. 95(7-8), pages 758-766, August.
  25. Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
  26. Propper, Carol & Sutton, Matt & Whitnall, Carolyn & Windmeijer, Frank, 2010. "Incentives and targets in hospital care: Evidence from a natural experiment," Journal of Public Economics, Elsevier, vol. 94(3-4), pages 318-335, April.
  27. Whitney K. Newey & Frank Windmeijer, 2009. "Generalized Method of Moments With Many Weak Moment Conditions," Econometrica, Econometric Society, vol. 77(3), pages 687-719, May.
  28. Propper Carol & Sutton Matt & Whitnall Carolyn & Windmeijer Frank, 2008. "Did 'Targets and Terror' Reduce Waiting Times in England for Hospital Care?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(2), pages 1-27, January.
  29. Frank Windmeijer & Eric de Laat & Rudy Douven & Esther Mot, 2006. "Pharmaceutical promotion and GP prescription behaviour," Health Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 5-18, January.
  30. Frank Windmeijer & Hugh Gravelle & Pierre Hoonhout, 2005. "Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level," Health Economics, John Wiley & Sons, Ltd., vol. 14(9), pages 971-985, September.
  31. Laporte, Audrey & Windmeijer, Frank, 2005. "Estimation of panel data models with binary indicators when treatment effects are not constant over time," Economics Letters, Elsevier, vol. 88(3), pages 389-396, September.
  32. Stephen Bond & Frank Windmeijer, 2005. "Reliable Inference For Gmm Estimators? Finite Sample Properties Of Alternative Test Procedures In Linear Panel Data Models," Econometric Reviews, Taylor & Francis Journals, vol. 24(1), pages 1-37.
  33. Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, vol. 126(1), pages 25-51, May.
  34. Hugh Gravelle & Matthew Sutton & Stephen Morris & Frank Windmeijer & Alastair Leyland & Chris Dibben & Mike Muirhead, 2003. "Modelling supply and demand influences on the use of health care: implications for deriving a needs‐based capitation formula," Health Economics, John Wiley & Sons, Ltd., vol. 12(12), pages 985-1004, December.
  35. Stephen Bond & Frank Windmeijer, 2002. "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 457-479, June.
  36. Blundell, Richard & Griffith, Rachel & Windmeijer, Frank, 2002. "Individual effects and dynamics in count data models," Journal of Econometrics, Elsevier, vol. 108(1), pages 113-131, May.
  37. João M. C. Santos Silva & Frank Windmeijer, 2002. "Microeconometrics: Editors’ introduction," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 89-90, August.
  38. Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001. "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, vol. 73(3), pages 379-388, December.
  39. Santos Silva, Joao M. C. & Windmeijer, Frank, 2001. "Two-part multiple spell models for health care demand," Journal of Econometrics, Elsevier, vol. 104(1), pages 67-89, August.
  40. Windmeijer, Frank, 2000. "Moment conditions for fixed effects count data models with endogenous regressors," Economics Letters, Elsevier, vol. 68(1), pages 21-24, July.
  41. Richard Blundell & Frank Windmeijer, 2000. "Identifying demand for health resources using waiting times information," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 465-474, September.
  42. Costas Meghir & Frank Windmeijer, 1999. "Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance," Annals of Economics and Statistics, GENES, issue 55-56, pages 317-330.
  43. Windmeijer, F A G & Silva, J M C Santos, 1997. "Endogeneity in Count Data Models: An Application to Demand for Health Care," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(3), pages 281-294, May-June.
  44. Richard Blundell & Frank Windmeijer, 1997. "Cluster effects and simultaneity in multilevel models," Health Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 439-443, July.
  45. Colin Cameron, A. & Windmeijer, Frank A. G., 1997. "An R-squared measure of goodness of fit for some common nonlinear regression models," Journal of Econometrics, Elsevier, vol. 77(2), pages 329-342, April.
  46. Cameron, A Colin & Windmeijer, Frank A G, 1996. "R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 209-220, April.
  47. F.A.G. Windmeijer, 1994. "A goodness-of-fit test in the multinomial legit model based on weighted squared residuals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 271-283, November.
  48. H. Neudecker & F.A.G. Windmeijer, 1991. "R2 in Seemingly Unrelated Regression Equations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(4), pages 405-411, December.
  49. F.A.G. Windmeijer, 1990. "The asymptotic distribution of the sum of weighted squared residuals in binary choice models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 44(2), pages 69-78, June.

Software components

  1. Mark E Schaffer & Frank Windmeijer, 2020. "UNDERID: Stata module producing postestimation tests of under- and over-identification after linear IV estimation," Statistical Software Components S458805, Boston College Department of Economics, revised 29 Sep 2020.
  2. J.M.C. Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2015. "HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros," Statistical Software Components S457963, Boston College Department of Economics.
  3. Frank Kleibergen & Mark E Schaffer & Frank Windmeijer, 2007. "RANKTEST: Stata module to test the rank of a matrix," Statistical Software Components S456865, Boston College Department of Economics, revised 29 Sep 2020.
  4. Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer & Frank Windmeijer, 1999. "OVERID: Stata module to conduct postestimation tests of overidentification," Statistical Software Components S396902, Boston College Department of Economics, revised 29 Sep 2020.

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Statistics

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  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Euclidian citation score
  33. Closeness measure in co-authorship network
  34. Betweenness measure in co-authorship network
  35. Breadth of citations across fields
  36. Wu-Index
  37. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 56 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (35) 2000-02-14 2001-12-26 2002-07-10 2002-07-10 2004-04-11 2005-04-09 2005-08-13 2005-12-20 2006-10-14 2007-02-24 2007-08-14 2009-02-14 2009-04-25 2009-08-16 2010-06-11 2010-08-06 2010-08-06 2011-09-22 2013-11-29 2014-07-21 2015-06-05 2015-09-26 2016-06-25 2016-07-09 2016-11-13 2017-06-11 2018-03-26 2019-02-18 2019-06-24 2020-08-24 2022-08-22 2022-09-12 2022-09-19 2023-01-09 2023-10-09. Author is listed
  2. NEP-HEA: Health Economics (11) 2000-02-14 2000-04-26 2004-12-02 2005-03-13 2008-01-19 2009-02-14 2010-10-02 2012-01-03 2012-01-10 2019-04-15 2019-05-06. Author is listed
  3. NEP-ETS: Econometric Time Series (9) 2001-12-26 2002-07-04 2002-07-04 2005-08-13 2005-12-20 2007-04-09 2007-08-14 2009-10-31 2015-06-05. Author is listed
  4. NEP-ORE: Operations Research (4) 2015-08-13 2016-07-09 2020-08-24 2020-08-31
  5. NEP-LAB: Labour Economics (3) 2000-02-07 2010-02-13 2010-10-02
  6. NEP-URE: Urban and Real Estate Economics (3) 2004-04-11 2009-04-25 2010-02-13
  7. NEP-BIG: Big Data (2) 2017-08-27 2017-10-15
  8. NEP-EUR: Microeconomic European Issues (2) 2019-04-15 2019-05-06
  9. NEP-NEU: Neuroeconomics (2) 2010-02-13 2010-10-02
  10. NEP-AGR: Agricultural Economics (1) 2012-01-10
  11. NEP-BEC: Business Economics (1) 2004-12-02
  12. NEP-CBE: Cognitive and Behavioural Economics (1) 2008-08-14
  13. NEP-CMP: Computational Economics (1) 2004-04-11
  14. NEP-EDU: Education (1) 2010-02-13
  15. NEP-HAP: Economics of Happiness (1) 2010-10-02
  16. NEP-HRM: Human Capital and Human Resource Management (1) 2010-10-02
  17. NEP-IAS: Insurance Economics (1) 2009-02-14
  18. NEP-LAM: Central and South America (1) 2004-04-11
  19. NEP-LTV: Unemployment, Inequality and Poverty (1) 2008-08-14
  20. NEP-MAC: Macroeconomics (1) 2001-12-04
  21. NEP-MKT: Marketing (1) 2015-11-07
  22. NEP-NET: Network Economics (1) 2016-06-25
  23. NEP-PBE: Public Economics (1) 2008-08-14

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