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Details about Frank Windmeijer

E-mail:
Homepage:http://www.bristol.ac.uk/economics/people/frank-windmeijer/overview.html
Phone:+44-(0)117-9288423
Postal address:Dept. of Economics University of Bristol Priory Road Complex Priory Road Bristol BS8 1TU UK
Workplace:School of Economics, Finance and Management, University of Bristol, (more information at EDIRC)
Centre for Microdata Methods and Practice (CEMMAP), (more information at EDIRC)

Access statistics for papers by Frank Windmeijer.

Last updated 2017-08-27. Update your information in the RePEc Author Service.

Short-id: pwi50


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Working Papers

2017

  1. On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments
    Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York Downloads
    Also in Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK (2017) Downloads
  2. Two-Stage Least Squares as Minimum Distance
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads

2016

  1. On the Stock-Yogo Tables
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads
  2. Robust Inference for the Two-Sample 2SLS Estimator
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads
    See also Journal Article in Economics Letters (2016)

2015

  1. A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads View citations (14)
    Also in The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK (2013) Downloads View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (14)

    See also Journal Article in Journal of Econometrics (2016)
  2. How To Sell A Condom? The Impact Of Demand Creation Tools On Male And Female Condom Sales In Resource Limited Settings
    Working Papers, Canadian Centre for Health Economics Downloads
    See also Journal Article in Journal of Health Economics (2016)
  3. Moment Conditions for AR(1) Panel Data Models with Missing Outcomes
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads View citations (1)
  4. More reliable inference for the dissimilarity index of segregation
    Post-Print, HAL
    See also Journal Article in Econometrics Journal (2015)
  5. Testing competing models for non-negative data with many zeros
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (5)
    See also Journal Article in Journal of Econometric Methods (2015)

2013

  1. Child height, health and human capital: evidence using genetic markers
    Working Papers, Imperial College, London, Imperial College Business School Downloads View citations (6)
    Also in The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK (2010) Downloads View citations (5)

    See also Journal Article in European Economic Review (2013)
  2. Peer effects in charitable giving: Evidence from the (running) field
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK Downloads View citations (6)
    Also in The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK (2012) Downloads View citations (1)

    See also Journal Article in Economic Journal (2015)

2012

  1. Estimating structural mean models with multiple instrumental variables using the generalised method of moments
    Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK (2011) Downloads

2011

  1. A Comparison of Bias Approximations for the 2SLS Estimator
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) Downloads
  2. Economic Instruments for Obesity Prevention: Results of a Scoping Review and Modified Delphi Survey
    Monash Economics Working Papers, Monash University, Department of Economics Downloads
  3. Genetic Markers as Instrumental Variables
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK Downloads View citations (6)
    See also Journal Article in Journal of Health Economics (2016)
  4. Keep it Simple? Predicting Primary Health Care Costs with Measures of Morbidity and Multimorbidity
    Working Papers, Centre for Health Economics, University of York Downloads View citations (2)

2010

  1. Genetic Markers as Instrumental Variables:An Application to Child Fat Mass and Academic Achievement
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK Downloads View citations (7)
    Also in Working Papers, Imperial College, London, Imperial College Business School (2010) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) Downloads View citations (7)
  2. Identification of causal effects on binary outcomes using structural mean models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK (2009) Downloads View citations (3)
  3. Instrumental Variable Estimators for Binary Outcomes
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK Downloads View citations (2)
    Also in The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK (2009) Downloads View citations (2)

    See also Journal Article in Journal of the American Statistical Association (2012)
  4. Is it different for zeros? Discriminating between models for non-negative data with many zeros
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (14)

2009

  1. More Reliable Inference for Segregation Indices
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK Downloads View citations (8)
  2. The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK (2007) Downloads View citations (25)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) Downloads View citations (18)

    See also Journal Article in Econometrics Journal (2010)

2008

  1. 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 Downloads View citations (12)
    See also Journal Article in Journal of Public Economics (2011)
  2. 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 Downloads View citations (2)
    See also Journal Article in Journal of Public Economics (2010)

2007

  1. 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 Downloads View citations (7)
    See also Journal Article in The B.E. Journal of Economic Analysis & Policy (2008)

2006

  1. GMM for panel count data models
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2006) Downloads View citations (15)

2005

  1. Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time
    Working Papers, University of Toronto, Department of Economics Downloads View citations (45)
    See also Journal Article in Economics Letters (2005)
  2. GMM with many weak moment conditions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (17)
  3. Parental income and children's smoking behaviour: evidence from the British Household Panel Survey
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (4)
  4. Unit roots: identification and testing in micro panels
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (29)

2004

  1. Pharmaceutical promotion and GP prescription behaviour
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis Downloads
    See also Journal Article in Health Economics (2006)
  2. Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Health Economics (2005)

2002

  1. 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 Downloads View citations (13)
  2. 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 Downloads View citations (23)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) Downloads View citations (38)
  3. 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 Downloads View citations (35)

2001

  1. Criterion-based inference for GMM in autoregressive panel-data models
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (36)
    See also Journal Article in Economics Letters (2001)
  2. Projection estimators for autoregressive panel data models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Econometrics Journal (2002)

2000

  1. A finite sample correction for the variance of linear two-step GMM estimators
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (150)
  2. Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads
  3. Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (250)
  4. Identifying demand for health resources using waiting times information
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (13)
    See also Journal Article in Health Economics (2000)
  5. Wages and the Demand for Health - A Life Cycle Analysis
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (11)
    Also in IFS Working Papers, Institute for Fiscal Studies (2000) Downloads View citations (6)

1999

  1. Individual effects and dynamics in count data models
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (18)
    See also Journal Article in Journal of Econometrics (2002)
  2. Two-part multiple spell models for health care demand
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (5)
    See also Journal Article in Journal of Econometrics (2001)

1998

  1. Efficiency comparisons for a system GMM estimator in dynamic panel data models
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (10)

1997

  1. Cluster effects and simultaneity in multilevel models
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (9)
    See also Journal Article in Health Economics (1997)
  2. Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (6)
    See also Journal Article in Annals of Economics and Statistics (1999)

1996

  1. Endogeneity in count data models; an application to demand for health care
    IFS Working Papers, Institute for Fiscal Studies Downloads View citations (10)
    See also Journal Article in Journal of Applied Econometrics (1997)

1993

  1. Deviance Based R-Squared Mesures of Goodness of Fit for Generalized Linear Models
    Working Papers, Australian National University - Department of Economics
  2. R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization
    Working Papers, California Davis - Institute of Governmental Affairs View citations (25)
    See also Journal Article in Journal of Business & Economic Statistics (1996)

Journal Articles

2016

  1. A weak instrument F-test in linear IV models with multiple endogenous variables
    Journal of Econometrics, 2016, 190, (2), 212-221 Downloads View citations (27)
    See also Working Paper (2015)
  2. Genetic markers as instrumental variables
    Journal of Health Economics, 2016, 45, (C), 131-148 Downloads View citations (5)
    See also Working Paper (2011)
  3. 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, 2016, 48, (C), 107-120 Downloads
    See also Working Paper (2015)
  4. Robust inference for the Two-Sample 2SLS estimator
    Economics Letters, 2016, 146, (C), 50-54 Downloads
    See also Working Paper (2016)

2015

  1. More reliable inference for the dissimilarity index of segregation
    Econometrics Journal, 2015, 18, (1), 40-66 Downloads View citations (2)
    See also Working Paper (2015)
  2. Peer Effects in Charitable Giving: Evidence from the (Running) Field
    Economic Journal, 2015, 125, (585), 1053-1071 Downloads View citations (12)
    See also Working Paper (2013)
  3. Testing Competing Models for Non-negative Data with Many Zeros
    Journal of Econometric Methods, 2015, 4, (1), 18 Downloads View citations (6)
    See also Working Paper (2015)

2014

  1. Keep it simple? Predicting primary health care costs with clinical morbidity measures
    Journal of Health Economics, 2014, 35, (C), 109-122 Downloads

2013

  1. Child height, health and human capital: Evidence using genetic markers
    European Economic Review, 2013, 57, (C), 1-22 Downloads View citations (10)
    See also Working Paper (2013)

2012

  1. Instrumental Variable Estimators for Binary Outcomes
    Journal of the American Statistical Association, 2012, 107, (500), 1638-1652 Downloads View citations (8)
    See also Working Paper (2010)
  2. The effect of fat mass on educational attainment: Examining the sensitivity to different identification strategies
    Economics & Human Biology, 2012, 10, (4), 405-418 Downloads View citations (10)

2011

  1. A comparison of bias approximations for the two-stage least squares (2SLS) estimator
    Economics Letters, 2011, 113, (1), 76-79 Downloads View citations (5)
  2. How important is pro-social behaviour in the delivery of public services?
    Journal of Public Economics, 2011, 95, (7-8), 758-766 Downloads View citations (82)
    Also in Journal of Public Economics, 2011, 95, (7), 758-766 (2011) Downloads View citations (67)

    See also Working Paper (2008)
  3. Mendelian randomization: the use of genes in instrumental variable analyses
    Health Economics, 2011, 20, (8), 893-896 View citations (9)

2010

  1. Incentives and targets in hospital care: Evidence from a natural experiment
    Journal of Public Economics, 2010, 94, (3-4), 318-335 Downloads View citations (32)
    See also Working Paper (2008)
  2. The weak instrument problem of the system GMM estimator in dynamic panel data models
    Econometrics Journal, 2010, 13, (1), 95-126 Downloads View citations (107)
    See also Working Paper (2009)

2009

  1. Generalized Method of Moments With Many Weak Moment Conditions
    Econometrica, 2009, 77, (3), 687-719 Downloads View citations (36)

2008

  1. Did 'Targets and Terror' Reduce Waiting Times in England for Hospital Care?
    The B.E. Journal of Economic Analysis & Policy, 2008, 8, (2), 1-27 Downloads View citations (16)
    See also Working Paper (2007)

2006

  1. Pharmaceutical promotion and GP prescription behaviour
    Health Economics, 2006, 15, (1), 5-18 Downloads View citations (9)
    See also Working Paper (2004)

2005

  1. A finite sample correction for the variance of linear efficient two-step GMM estimators
    Journal of Econometrics, 2005, 126, (1), 25-51 Downloads View citations (1407)
  2. Estimation of panel data models with binary indicators when treatment effects are not constant over time
    Economics Letters, 2005, 88, (3), 389-396 Downloads View citations (41)
    See also Working Paper (2005)
  3. RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
    Econometric Reviews, 2005, 24, (1), 1-37 Downloads View citations (37)
  4. Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level
    Health Economics, 2005, 14, (9), 971-985 Downloads View citations (9)
    See also Working Paper (2004)

2003

  1. 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 Downloads View citations (24)

2002

  1. Individual effects and dynamics in count data models
    Journal of Econometrics, 2002, 108, (1), 113-131 Downloads View citations (218)
    See also Working Paper (1999)
  2. Projection estimators for autoregressive panel data models
    Econometrics Journal, 2002, 5, (2), 457-479 Downloads View citations (5)
    See also Working Paper (2001)

2001

  1. Criterion-based inference for GMM in autoregressive panel data models
    Economics Letters, 2001, 73, (3), 379-388 Downloads View citations (40)
    See also Working Paper (2001)
  2. Two-part multiple spell models for health care demand
    Journal of Econometrics, 2001, 104, (1), 67-89 Downloads View citations (24)
    See also Working Paper (1999)

2000

  1. Identifying demand for health resources using waiting times information
    Health Economics, 2000, 9, (6), 465-474 View citations (12)
    See also Working Paper (2000)
  2. Moment conditions for fixed effects count data models with endogenous regressors
    Economics Letters, 2000, 68, (1), 21-24 Downloads View citations (23)

1999

  1. Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
    Annals of Economics and Statistics, 1999, (55-56), 317-330 Downloads View citations (2)
    See also Working Paper (1997)

1997

  1. An R-squared measure of goodness of fit for some common nonlinear regression models
    Journal of Econometrics, 1997, 77, (2), 329-342 Downloads View citations (40)
  2. Cluster effects and simultaneity in multilevel models
    Health Economics, 1997, 6, (4), 439-443 View citations (12)
    See also Working Paper (1997)
  3. Endogeneity in Count Data Models: An Application to Demand for Health Care
    Journal of Applied Econometrics, 1997, 12, (3), 281-94 Downloads View citations (125)
    See also Working Paper (1996)

1996

  1. 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 (24)
    See also Working Paper (1993)

1994

  1. A goodness-of-fit test in the multinomial legit model based on weighted squared residuals
    Statistica Neerlandica, 1994, 48, (3), 271-283 Downloads
  2. The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models
    Econometric Theory, 1994, 10, (02), 442-443 Downloads
    Also in Econometric Theory, 1993, 9, (02), 313-313 (1993) Downloads View citations (1)

Software Items

2015

  1. HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-10-22