Details about Frank Windmeijer

Homepage:	https://www.stats.ox.ac.uk/people/frank-windmeijer
Postal address:	Dept. of Statistics University of Oxford 24-29 St Giles' Oxford OX1 3LB UK
Workplace:	Centre for Microdata Methods and Practice (CEMMAP), (more information at EDIRC) Economics Group, Nuffield College, Department of Economics, Oxford University, (more information at EDIRC)

Access statistics for papers by Frank Windmeijer.

Last updated 2023-09-21. Update your information in the RePEc Author Service.

Short-id: pwi50

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Working Papers

2025

1. The Robust F-Statistic as a Test for Weak Instruments
   Papers, arXiv.org
   See also Journal Article The robust F-statistic as a test for weak instruments, Journal of Econometrics, Elsevier (2025) (2025)

2024

2. The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
   Papers, arXiv.org

2023

3. On the instrumental variable estimation with many weak and invalid instruments
   Papers, arXiv.org

2022

4. Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator
   Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York View citations (1)
   Also in Papers, arXiv.org (2022) View citations (1)
5. Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals
   Papers, arXiv.org

2021

6. On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (1)
   See also Journal Article On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference, Journal of Econometrics, Elsevier (2023) View citations (1) (2023)

2020

7. On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments
   Working Papers, The University of Sheffield, Department of Economics

2019

8. Binary Outcomes, OLS, 2SLS and IV Probit
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   See also Journal Article Binary outcomes, OLS, 2SLS and IV probit, Econometric Reviews, Taylor & Francis Journals (2022) View citations (4) (2022)
9. 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, Human Capital and Economic Opportunity Working Group View citations (1)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2019) View citations (1)
10. The Confidence Interval Method for Selecting Valid Instrumental Variables
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (2)
    See also Journal Article The confidence interval method for selecting valid instrumental variables, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2021) View citations (10) (2021)
11. Weak Instruments, First-Stage Heteroskedasticity and the Robust F-test
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK

2018

12. Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (13)
13. Two-Stage Least Squares as Minimum Distance
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (1)
    See also Journal Article Two-stage least squares as minimum distance, The Econometrics Journal, Royal Economic Society (2019) View citations (10) (2019)

2017

14. On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments
    VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association View citations (2)
    Also in Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2017) View citations (2)
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2017) View citations (10)
    See also Journal Article On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments, Journal of the American Statistical Association, Taylor & Francis Journals (2019) View citations (22) (2019)

2016

15. On the Stock-Yogo Tables
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (5)
    See also Journal Article On the Stock–Yogo Tables, Econometrics, MDPI (2018) View citations (9) (2018)
16. Robust Inference for the Two-Sample 2SLS Estimator
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (25)
    See also Journal Article Robust inference for the Two-Sample 2SLS estimator, Economics Letters, Elsevier (2016) View citations (25) (2016)

2015

17. A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (28)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (26)
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK (2013) View citations (10)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
    See also Journal Article A weak instrument F-test in linear IV models with multiple endogenous variables, Journal of Econometrics, Elsevier (2016) View citations (399) (2016)
18. 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
    See also Journal Article 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 (2016) View citations (8) (2016)
19. Moment Conditions for AR(1) Panel Data Models with Missing Outcomes
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (1)
20. More reliable inference for the dissimilarity index of segregation
    Post-Print, HAL View citations (21)
    See also Journal Article More reliable inference for the dissimilarity index of segregation, Econometrics Journal, Royal Economic Society (2015) View citations (21) (2015)
21. 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 View citations (31)
    See also Journal Article Testing Competing Models for Non-negative Data with Many Zeros, Journal of Econometric Methods, De Gruyter (2015) View citations (36) (2015)

2013

22. Child height, health and human capital: evidence using genetic markers
    Working Papers, Imperial College, London, Imperial College Business School View citations (17)
    Also in The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK (2010) View citations (6)
    See also Journal Article Child height, health and human capital: Evidence using genetic markers, European Economic Review, Elsevier (2013) View citations (18) (2013)
23. Peer effects in charitable giving: Evidence from the (running) field
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (15)
    Also in The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK (2012) View citations (6)
    See also Journal Article Peer Effects in Charitable Giving: Evidence from the (Running) Field, Economic Journal, Royal Economic Society (2015) View citations (66) (2015)

2012

24. 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
    Also in The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK (2011)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)

2011

25. A Comparison of Bias Approximations for the 2SLS Estimator
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)
26. Economic Instruments for Obesity Prevention: Results of a Scoping Review and Modified Delphi Survey
    Monash Economics Working Papers, Monash University, Department of Economics View citations (3)
27. Genetic Markers as Instrumental Variables
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (7)
    See also Journal Article Genetic markers as instrumental variables, Journal of Health Economics, Elsevier (2016) View citations (50) (2016)
28. Keep it Simple? Predicting Primary Health Care Costs with Measures of Morbidity and Multimorbidity
    Working Papers, Centre for Health Economics, University of York View citations (2)

2010

29. Genetic Markers as Instrumental Variables:An Application to Child Fat Mass and Academic Achievement
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (15)
    Also in Working Papers, Imperial College, London, Imperial College Business School (2010) View citations (14)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) View citations (15)
30. Identification of causal effects on binary outcomes using structural mean models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
    Also in The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK (2009) View citations (3)
31. Instrumental Variable Estimators for Binary Outcomes
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (3)
    Also in The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK (2009) View citations (2)
    See also Journal Article Instrumental Variable Estimators for Binary Outcomes, Journal of the American Statistical Association, Taylor & Francis Journals (2012) View citations (28) (2012)
32. 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 View citations (14)

2009

33. More Reliable Inference for Segregation Indices
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (13)
34. The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (23)
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2007) View citations (33)
    See also Journal Article The weak instrument problem of the system GMM estimator in dynamic panel data models, Econometrics Journal, Royal Economic Society (2010) View citations (285) (2010)

2008

35. How important is pro-social behaviour in the delivery of public services?
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (16)
    See also Journal Article How important is pro-social behaviour in the delivery of public services?, Journal of Public Economics, Elsevier (2011) View citations (136) (2011)
36. Incentives and Targets in Hospital Care: Evidence from a Natural Experiment
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (5)
    See also Journal Article Incentives and targets in hospital care: Evidence from a natural experiment, Journal of Public Economics, Elsevier (2010) View citations (66) (2010)

2007

37. Did 'Targets and Terror' Reduce Waiting times in England for Hospital Care?
    The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK View citations (7)
    See also Journal Article Did 'Targets and Terror' Reduce Waiting Times in England for Hospital Care?, The B.E. Journal of Economic Analysis & Policy, De Gruyter (2008) View citations (40) (2008)

2006

38. GMM for panel count data models
    Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (22)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2006) View citations (29)

2005

39. 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 (87)
    See also Journal Article Estimation of panel data models with binary indicators when treatment effects are not constant over time, Economics Letters, Elsevier (2005) View citations (80) (2005)
40. GMM with many weak moment conditions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (20)
41. Parental income and children's smoking behaviour: evidence from the British Household Panel Survey
    IFS Working Papers, Institute for Fiscal Studies View citations (7)
42. Unit roots: identification and testing in micro panels
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (47)

2004

43. Pharmaceutical promotion and GP prescription behaviour
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (1)
    See also Journal Article Pharmaceutical promotion and GP prescription behaviour, Health Economics, John Wiley & Sons, Ltd. (2006) View citations (15) (2006)
44. Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level
    IFS Working Papers, Institute for Fiscal Studies View citations (3)
    See also Journal Article Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level, Health Economics, John Wiley & Sons, Ltd. (2005) View citations (16) (2005)

2003

45. The Relationship Between Health Policies, Medical Technology Trends and Outcomes
    Post-Print, HAL

2002

46. 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 (19)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2002)
47. 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 (65)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations (73)
    CeMMAP working papers, Institute for Fiscal Studies (2002) View citations (4)
48. 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 (42)

2001

49. Criterion-based inference for GMM in autoregressive panel-data models
    IFS Working Papers, Institute for Fiscal Studies View citations (58)
    See also Journal Article Criterion-based inference for GMM in autoregressive panel data models, Economics Letters, Elsevier (2001) View citations (64) (2001)
50. Projection estimators for autoregressive panel data models
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001) View citations (1)
    See also Journal Article Projection estimators for autoregressive panel data models, Econometrics Journal, Royal Economic Society (2002) View citations (9) (2002)
51. Technological Change Around The World: Evidence From Heart Attack Care
    Post-Print, HAL

2000

52. A finite sample correction for the variance of linear two-step GMM estimators
    IFS Working Papers, Institute for Fiscal Studies View citations (203)
53. Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
54. Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator
    IFS Working Papers, Institute for Fiscal Studies View citations (449)
55. Identifying demand for health resources using waiting times information
    IFS Working Papers, Institute for Fiscal Studies View citations (16)
    See also Journal Article Identifying demand for health resources using waiting times information, Health Economics, John Wiley & Sons, Ltd. (2000) View citations (16) (2000)
56. Wages and the Demand for Health - A Life Cycle Analysis
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (20)
    Also in IFS Working Papers, Institute for Fiscal Studies (2000) View citations (10)

1999

57. Individual effects and dynamics in count data models
    IFS Working Papers, Institute for Fiscal Studies View citations (24)
    See also Journal Article Individual effects and dynamics in count data models, Journal of Econometrics, Elsevier (2002) View citations (359) (2002)
58. Two-part multiple spell models for health care demand
    IFS Working Papers, Institute for Fiscal Studies View citations (6)
    See also Journal Article Two-part multiple spell models for health care demand, Journal of Econometrics, Elsevier (2001) View citations (28) (2001)

1998

59. Efficiency comparisons for a system GMM estimator in dynamic panel data models
    IFS Working Papers, Institute for Fiscal Studies View citations (11)

1997

60. Cluster effects and simultaneity in multilevel models
    IFS Working Papers, Institute for Fiscal Studies View citations (13)
    See also Journal Article Cluster effects and simultaneity in multilevel models, Health Economics, John Wiley & Sons, Ltd. (1997) View citations (16) (1997)
61. Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
    IFS Working Papers, Institute for Fiscal Studies View citations (6)
    See also Journal Article Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance, Annals of Economics and Statistics, GENES (1999) View citations (9) (1999)

1996

62. Endogeneity in count data models; an application to demand for health care
    IFS Working Papers, Institute for Fiscal Studies View citations (13)
    See also Journal Article Endogeneity in Count Data Models: An Application to Demand for Health Care, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997) View citations (224) (1997)

1995

63. A Note on R2 in the Instrumental Variables Model
    MPRA Paper, University Library of Munich, Germany View citations (13)

1993

64. Deviance Based R-Squared Mesures of Goodness of Fit for Generalized Linear Models
    Working Papers, Australian National University - Department of Economics
65. 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 R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization, Journal of Business & Economic Statistics, American Statistical Association (1996) View citations (83) (1996)

1989

66. 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, University of Amsterdam, Faculty of Economics and Business

Journal Articles

2025

1. The robust F-statistic as a test for weak instruments
   Journal of Econometrics, 2025, 247, (C)
   See also Working Paper The Robust F-Statistic as a Test for Weak Instruments, Papers (2025) (2025)

2024

2. Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
   Journal of Econometrics, 2024, 240, (2) View citations (1)

2023

3. On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
   Journal of Econometrics, 2023, 235, (1), 82-104 View citations (1)
   See also Working Paper On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference, Economics Papers (2021) View citations (1) (2021)

2022

4. Binary outcomes, OLS, 2SLS and IV probit
   Econometric Reviews, 2022, 41, (8), 859-876 View citations (4)
   See also Working Paper Binary Outcomes, OLS, 2SLS and IV Probit, Monash Econometrics and Business Statistics Working Papers (2019) View citations (1) (2019)

2021

5. The confidence interval method for selecting valid instrumental variables
   Journal of the Royal Statistical Society Series B, 2021, 83, (4), 752-776 View citations (10)
   See also Working Paper The Confidence Interval Method for Selecting Valid Instrumental Variables, Bristol Economics Discussion Papers (2019) View citations (2) (2019)

2020

6. Avoiding dynastic, assortative mating, and population stratification biases in Mendelian randomization through within-family analyses
   Nature Communications, 2020, 11, (1), 1-13 View citations (8)

2019

7. On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments
   Journal of the American Statistical Association, 2019, 114, (527), 1339-1350 View citations (22)
   See also Working Paper On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments, VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking (2017) View citations (2) (2017)
8. Telling tales from the tails: High‐dimensional tail interdependence
   Journal of Applied Econometrics, 2019, 34, (5), 779-794 View citations (1)
9. Two-stage least squares as minimum distance
   The Econometrics Journal, 2019, 22, (1), 1-9 View citations (10)
   See also Working Paper Two-Stage Least Squares as Minimum Distance, Bristol Economics Discussion Papers (2018) View citations (1) (2018)

2018

10. On the Stock–Yogo Tables
    Econometrics, 2018, 6, (4), 1-23 View citations (9)
    See also Working Paper On the Stock-Yogo Tables, Bristol Economics Discussion Papers (2016) View citations (5) (2016)
11. The causal effects of education on health outcomes in the UK Biobank
    Nature Human Behaviour, 2018, 2, (2), 117-125 View citations (32)

2016

12. A weak instrument F-test in linear IV models with multiple endogenous variables
    Journal of Econometrics, 2016, 190, (2), 212-221 View citations (399)
    See also Working Paper A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables, Bristol Economics Discussion Papers (2015) View citations (28) (2015)
13. Genetic markers as instrumental variables
    Journal of Health Economics, 2016, 45, (C), 131-148 View citations (50)
    See also Working Paper Genetic Markers as Instrumental Variables, The Centre for Market and Public Organisation (2011) View citations (7) (2011)
14. 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 View citations (8)
    See also Working Paper How To Sell A Condom? The Impact Of Demand Creation Tools On Male And Female Condom Sales In Resource Limited Settings, Working Papers (2015) (2015)
15. Robust inference for the Two-Sample 2SLS estimator
    Economics Letters, 2016, 146, (C), 50-54 View citations (25)
    See also Working Paper Robust Inference for the Two-Sample 2SLS Estimator, Bristol Economics Discussion Papers (2016) View citations (25) (2016)

2015

16. More reliable inference for the dissimilarity index of segregation
    Econometrics Journal, 2015, 18, (1), 40-66 View citations (21)
    See also Working Paper More reliable inference for the dissimilarity index of segregation, Post-Print (2015) View citations (21) (2015)
17. Peer Effects in Charitable Giving: Evidence from the (Running) Field
    Economic Journal, 2015, 125, (585), 1053-1071 View citations (66)
    See also Working Paper Peer effects in charitable giving: Evidence from the (running) field, The Centre for Market and Public Organisation (2013) View citations (15) (2013)
18. Testing Competing Models for Non-negative Data with Many Zeros
    Journal of Econometric Methods, 2015, 4, (1), 29-46 View citations (36)
    See also Working Paper Testing competing models for non-negative data with many zeros, LSE Research Online Documents on Economics (2015) View citations (31) (2015)

2014

19. Keep it simple? Predicting primary health care costs with clinical morbidity measures
    Journal of Health Economics, 2014, 35, (C), 109-122 View citations (9)

2013

20. Child height, health and human capital: Evidence using genetic markers
    European Economic Review, 2013, 57, (C), 1-22 View citations (18)
    See also Working Paper Child height, health and human capital: evidence using genetic markers, Working Papers (2013) View citations (17) (2013)

2012

21. Instrumental Variable Estimators for Binary Outcomes
    Journal of the American Statistical Association, 2012, 107, (500), 1638-1652 View citations (28)
    See also Working Paper Instrumental Variable Estimators for Binary Outcomes, The Centre for Market and Public Organisation (2010) View citations (3) (2010)
22. The effect of fat mass on educational attainment: Examining the sensitivity to different identification strategies
    Economics & Human Biology, 2012, 10, (4), 405-418 View citations (20)

2011

23. A comparison of bias approximations for the two-stage least squares (2SLS) estimator
    Economics Letters, 2011, 113, (1), 76-79 View citations (16)
24. How important is pro-social behaviour in the delivery of public services?
    Journal of Public Economics, 2011, 95, (7-8), 758-766 View citations (136)
    Also in Journal of Public Economics, 2011, 95, (7), 758-766 (2011) View citations (125)
    See also Working Paper How important is pro-social behaviour in the delivery of public services?, The Centre for Market and Public Organisation (2008) View citations (16) (2008)
25. Mendelian randomization: the use of genes in instrumental variable analyses
    Health Economics, 2011, 20, (8), 893-896 View citations (14)

2010

26. Incentives and targets in hospital care: Evidence from a natural experiment
    Journal of Public Economics, 2010, 94, (3-4), 318-335 View citations (66)
    See also Working Paper Incentives and Targets in Hospital Care: Evidence from a Natural Experiment, The Centre for Market and Public Organisation (2008) View citations (5) (2008)
27. The weak instrument problem of the system GMM estimator in dynamic panel data models
    Econometrics Journal, 2010, 13, (1), 95-126 View citations (285)
    See also Working Paper The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models, Tinbergen Institute Discussion Papers (2009) View citations (6) (2009)

2009

28. Generalized Method of Moments With Many Weak Moment Conditions
    Econometrica, 2009, 77, (3), 687-719 View citations (129)

2008

29. Did 'Targets and Terror' Reduce Waiting Times in England for Hospital Care?
    The B.E. Journal of Economic Analysis & Policy, 2008, 8, (2), 27 View citations (40)
    See also Working Paper Did 'Targets and Terror' Reduce Waiting times in England for Hospital Care?, The Centre for Market and Public Organisation (2007) View citations (7) (2007)

2006

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

2005

31. A finite sample correction for the variance of linear efficient two-step GMM estimators
    Journal of Econometrics, 2005, 126, (1), 25-51 View citations (3224)
32. 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 (80)
    See also Working Paper Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time, Working Papers (2005) View citations (87) (2005)
33. RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
    Econometric Reviews, 2005, 24, (1), 1-37 View citations (58)
34. Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level
    Health Economics, 2005, 14, (9), 971-985 View citations (16)
    See also Working Paper Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level, IFS Working Papers (2004) View citations (3) (2004)

2003

35. 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 (33)

2002

36. Individual effects and dynamics in count data models
    Journal of Econometrics, 2002, 108, (1), 113-131 View citations (359)
    See also Working Paper Individual effects and dynamics in count data models, IFS Working Papers (1999) View citations (24) (1999)
37. Microeconometrics: Editors’ introduction
    Portuguese Economic Journal, 2002, 1, (2), 89-90 View citations (5)
38. Projection estimators for autoregressive panel data models
    Econometrics Journal, 2002, 5, (2), 457-479 View citations (9)
    See also Working Paper Projection estimators for autoregressive panel data models, CeMMAP working papers (2001) (2001)

2001

39. Criterion-based inference for GMM in autoregressive panel data models
    Economics Letters, 2001, 73, (3), 379-388 View citations (64)
    See also Working Paper Criterion-based inference for GMM in autoregressive panel-data models, IFS Working Papers (2001) View citations (58) (2001)
40. Two-part multiple spell models for health care demand
    Journal of Econometrics, 2001, 104, (1), 67-89 View citations (28)
    See also Working Paper Two-part multiple spell models for health care demand, IFS Working Papers (1999) View citations (6) (1999)

2000

41. Identifying demand for health resources using waiting times information
    Health Economics, 2000, 9, (6), 465-474 View citations (16)
    See also Working Paper Identifying demand for health resources using waiting times information, IFS Working Papers (2000) View citations (16) (2000)
42. Moment conditions for fixed effects count data models with endogenous regressors
    Economics Letters, 2000, 68, (1), 21-24 View citations (46)

1999

43. 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 View citations (9)
    See also Working Paper Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance, IFS Working Papers (1997) View citations (6) (1997)

1997

44. An R-squared measure of goodness of fit for some common nonlinear regression models
    Journal of Econometrics, 1997, 77, (2), 329-342 View citations (98)
45. Cluster effects and simultaneity in multilevel models
    Health Economics, 1997, 6, (4), 439-443 View citations (16)
    See also Working Paper Cluster effects and simultaneity in multilevel models, IFS Working Papers (1997) View citations (13) (1997)
46. Endogeneity in Count Data Models: An Application to Demand for Health Care
    Journal of Applied Econometrics, 1997, 12, (3), 281-94 View citations (224)
    See also Working Paper Endogeneity in count data models; an application to demand for health care, IFS Working Papers (1996) View citations (13) (1996)

1996

47. 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 (83)
    See also Working Paper R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization, Working Papers (1993) View citations (25) (1993)

1994

48. A goodness-of-fit test in the multinomial legit model based on weighted squared residuals
    Statistica Neerlandica, 1994, 48, (3), 271-283

1991

49. R2 in Seemingly Unrelated Regression Equations
    Statistica Neerlandica, 1991, 45, (4), 405-411 View citations (1)

1990

50. The asymptotic distribution of the sum of weighted squared residuals in binary choice models
    Statistica Neerlandica, 1990, 44, (2), 69-78 View citations (5)

Software Items

2020

1. OVERID: Stata module to conduct postestimation tests of overidentification
   Statistical Software Components, Boston College Department of Economics View citations (9)
2. RANKTEST: Stata module to test the rank of a matrix
   Statistical Software Components, Boston College Department of Economics View citations (5)
3. UNDERID: Stata module producing postestimation tests of under- and over-identification after linear IV estimation
   Statistical Software Components, Boston College Department of Economics

2015

4. 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