Details about Frank Windmeijer

Access statistics for papers by Frank Windmeijer.

Last updated 2009-11-16. Update your information in the RePEc Author Service.

Short-id: pwi50

Working Papers

2009

1. Identification of Causal Effects on Binary Outcomes Using Structural Mean Models
   The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK
2. Instrumental Variable Estimators for Binary Outcomes
   The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK
3. More Reliable Inference for Segregation Indices
   The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK
4. The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK (2007) View citations
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations

2008

5. How important is pro-social behaviour in the delivery of public services?
   The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK View citations
6. Incentives and Targets in Hospital Care: Evidence from a Natural Experiment
   The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK

2007

7. Did 'Targets and Terror' Reduce Waiting times in England for Hospital Care?
   The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK View citations

2006

8. GMM for panel count data models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
   Also in Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK (2006) View citations

2005

9. Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time
   Working Papers, University of Toronto, Department of Economics View citations
   See also Journal Article in Economics Letters (2005)
10. GMM with many weak moment conditions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
11. Parental income and children's smoking behaviour: evidence from the British Household Panel Survey
    IFS Working Papers, Institute for Fiscal Studies View citations
12. Unit roots: identification and testing in micro panels
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations

2004

13. Pharmaceutical promotion and GP prescription behaviour
    CPB Discussion Papers, CPB Netherlands Bureau for Economic Policy Analysis
    See also Journal Article in Health Economics (2006)
14. Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Health Economics (2005)

2002

15. ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations
16. Finite Sample Inference for GMM Estimators in Linear Panel Data Models
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations
17. 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, International Conferences on Panel Data View citations

2001

18. Criterion-based inference for GMM in autoregressive panel-data models
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Economics Letters (2001)
19. Projection estimators for autoregressive panel data models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    See also Journal Article in Econometrics Journal (2002)

2000

20. A finite sample correction for the variance of linear two-step GMM estimators
    IFS Working Papers, Institute for Fiscal Studies View citations
21. Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
22. Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator
    IFS Working Papers, Institute for Fiscal Studies View citations
23. Identifying demand for health resources using waiting times information
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Health Economics (2000)
24. Wages and the Demand for Health - A Life Cycle Analysis
    IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations
    Also in IFS Working Papers, Institute for Fiscal Studies (2000) View citations

1999

25. Individual effects and dynamics in count data models
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Journal of Econometrics (2002)
26. Two-part multiple spell models for health care demand
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Journal of Econometrics (2001)

1998

27. Efficiency comparisons for a system GMM estimator in dynamic panel data models
    IFS Working Papers, Institute for Fiscal Studies View citations

1997

28. Cluster effects and simultaneity in multilevel models
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Health Economics (1997)
29. Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Annales d'Economie et de Statistique (1999)

1996

30. Endogeneity in count data models; an application to demand for health care
    IFS Working Papers, Institute for Fiscal Studies View citations
    See also Journal Article in Journal of Applied Econometrics (1997)

1993

31. Deviance Based R-Squared Mesures of Goodness of Fit for Generalized Linear Models
    Working Papers, Australian National University - Department of Economics
32. R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization
    Working Papers, California Davis - Institute of Governmental Affairs View citations
    See also Journal Article in Journal of Business & Economic Statistics (1996)

Journal Articles

2009

1. Generalized Method of Moments With Many Weak Moment Conditions
   Econometrica, 2009, 77, (3), 687-719

2008

2. Cost-Utility Analysis of Treatment with Olanzapine Compared with Other Antipsychotic Treatments in Patients with Schizophrenia in the Pan-European SOHO Study
   PharmacoEconomics, 2008, 26, (4), 341-358
3. Did ‘Targets and Terror’ Reduce Waiting Times in England for Hospital Care?
   The B.E. Journal of Economic Analysis & Policy, 2008, 8, (2)

2006

4. Methodological Aspects in the Assessment of Treatment Effects in Observational Health Outcomes Studies
   Applied Health Economics and Health Policy, 2006, 5, (1), 11-25
5. Pharmaceutical promotion and GP prescription behaviour
   Health Economics, 2006, 15, (1), 5-18 View citations
   See also Working Paper (2004)

2005

6. A finite sample correction for the variance of linear efficient two-step GMM estimators
   Journal of Econometrics, 2005, 126, (1), 25-51 View citations
7. Estimation of panel data models with binary indicators when treatment effects are not constant over time
   Economics Letters, 2005, 88, (3), 389-396 View citations
   See also Working Paper (2005)
8. Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level
   Health Economics, 2005, 14, (9), 971-985 View citations
   See also Working Paper (2004)

2003

9. Modelling supply and demand influences on the use of health care: implications for deriving a needs-based capitation formula
   Health Economics, 2003, 12, (12), 985-1004 View citations

2002

10. Individual effects and dynamics in count data models
    Journal of Econometrics, 2002, 108, (1), 113-131 View citations
    See also Working Paper (1999)
11. Projection estimators for autoregressive panel data models
    Econometrics Journal, 2002, 5, (2), 457-479 View citations
    See also Working Paper (2001)

2001

12. Criterion-based inference for GMM in autoregressive panel data models
    Economics Letters, 2001, 73, (3), 379-388 View citations
    See also Working Paper (2001)
13. Two-part multiple spell models for health care demand
    Journal of Econometrics, 2001, 104, (1), 67-89 View citations
    See also Working Paper (1999)

2000

14. Identifying demand for health resources using waiting times information
    Health Economics, 2000, 9, (6), 465-474 View citations
    See also Working Paper (2000)
15. Moment conditions for fixed effects count data models with endogenous regressors
    Economics Letters, 2000, 68, (1), 21-24 View citations

1999

16. Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
    Annales d'Economie et de Statistique, 1999, (55-56), 13 View citations
    See also Working Paper (1997)

1997

17. An R-squared measure of goodness of fit for some common nonlinear regression models
    Journal of Econometrics, 1997, 77, (2), 329-342 View citations
18. Cluster effects and simultaneity in multilevel models
    Health Economics, 1997, 6, (4), 439-443 View citations
    See also Working Paper (1997)
19. Endogeneity in Count Data Models: An Application to Demand for Health Care
    Journal of Applied Econometrics, 1997, 12, (3), 281-94 View citations
    See also Working Paper (1996)

1996

20. R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization
    Journal of Business & Economic Statistics, 1996, 14, (2), 209-20 View citations
    See also Working Paper (1993)

1995

21. Goodness-of-fit measures in binary choice models
    Econometric Reviews, 1995, 14, (1), 101-116 View citations

1994

22. The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models
    Econometric Theory, 1994, 10, (02), 442-443
    Also in Econometric Theory, 1993, 9, (02), 313-313 (1993)