Frank Windmeijer

University of Bristol - Department of Economics

8 Woodland Road

Bristol BS8 ITN

United Kingdom

University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO)

12 Priory Road

Bristol BS8 1TN

United Kingdom

Institute for Fiscal Studies (IFS) - Centre for Microdata Methods and Practice

7 Ridgmount Street

London WC1E 7AE, WC1E 7 AE

United Kingdom

SCHOLARLY PAPERS

24

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SSRN CITATIONS
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Top 7,606

in Total Papers Citations

50

CROSSREF CITATIONS

120

Scholarly Papers (24)

1.

GMM for Panel Count Data Models

University of Bristol Economics Working Paper No. 06-591, Cemmap Working Paper No. CWP21/06
Number of pages: 29 Posted: 11 Oct 2006
Frank Windmeijer
University of Bristol - Department of Economics
Downloads 376 (95,328)
Citation 6

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GMM, Exponential Models, Hypothesis Testing

2.

A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators

Institute for Fiscal Studies Working Paper No. W00/19
Number of pages: 23 Posted: 15 Dec 2000
Frank Windmeijer
University of Bristol - Department of Economics
Downloads 308 (118,835)
Citation 8

Abstract:

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Generalised Method of Moments, Variance correction, Panel data

3.

Finite Sample Inference for GMM Estimators in Linear Panel Data Models

cemmap Working Paper No. CWP04/02
Number of pages: 46 Posted: 27 May 2002
Stephen R. Bond and Frank Windmeijer
Nuffield College and University of Bristol - Department of Economics
Downloads 294 (124,858)
Citation 9

Abstract:

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Generalised Method of Moments, Hypothesis Testing, Finite Sample Inference

Pharmaceutical Promotion and Gp Prescription Behaviour

CPB Discussion Paper No 30
Number of pages: 44 Posted: 24 Jun 2004
Frank Windmeijer, Eric de Laat, Rudy Douven and Esther Mot
University of Bristol - Department of Economics, Ministry of Health, Welfare and Sports, CPB Netherlands Bureau for Economic Policy Analysis and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 262 (140,150)
Citation 6

Abstract:

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Drug price elasticity, promotion expenditures, panel data

Pharmaceutical Promotion and Gp Prescription Behaviour

Health Economics, Vol. 15, pp. 5-18, January 2006
Posted: 14 Apr 2006
Frank Windmeijer, Eric de Laat, Rudy Douven and Esther Mot
University of Bristol - Department of Economics, Ministry of Health, Welfare and Sports, CPB Netherlands Bureau for Economic Policy Analysis and CPB Netherlands Bureau of Economic Policy Analysis

Abstract:

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drug price elasticity, promotion expenditures, panel data

5.

Expend, a Gauss Programme for Non-Linear GMM Estimation of Exponential Models with Endogenous Regressors for Cross Section and Panel Data

CEMMAP Working Paper No. CWP 14/02
Number of pages: 16 Posted: 20 Nov 2002
Frank Windmeijer
University of Bristol - Department of Economics
Downloads 251 (146,959)
Citation 3

Abstract:

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6.

Wages and the Demand for Health - a Life Cycle Analysis

Number of pages: 50 Posted: 09 Nov 2000
Christian Dustmann and Frank Windmeijer
University College London and University of Bristol - Department of Economics
Downloads 244 (151,117)

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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models

University of Bristol Economics Working Paper No. 07/595
Number of pages: 33 Posted: 02 Apr 2007
Maurice J. G. Bun and Frank Windmeijer
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Bristol - Department of Economics
Downloads 154 (229,304)
Citation 4

Abstract:

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Dynamic Panel Data, System GMM, Weak Instruments

The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models

Tinbergen Institute Discussion Paper 09-086/4
Number of pages: 49 Posted: 10 Oct 2009
Maurice J. G. Bun and Frank Windmeijer
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Bristol - Department of Economics
Downloads 80 (365,812)
Citation 10

Abstract:

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Dynamic Panel Data, System GMM, Weak Instruments

8.

GMM with Many Weak Moment Conditions

CEMMAP Working Paper Series No. CWP18/05
Number of pages: 51 Posted: 20 Dec 2005
Whitney K. Newey and Frank Windmeijer
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Bristol - Department of Economics
Downloads 219 (167,520)
Citation 6

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GMM, Continuous Updating, Many Moments, Variance

Waiting Lists, Waiting Times and Admissions: An Empirical Analysis at Hospital and General Practice Level

IFS Working Paper No. W04/35
Number of pages: 29 Posted: 10 May 2005
Frank Windmeijer, Hugh Gravelle and Pierre Hoonhout
University of Bristol - Department of Economics, University of York, Centre for Health Economics and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 170 (210,788)
Citation 1

Abstract:

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waiting time, waiting list, hospital admissions

Waiting Lists, Waiting Times and Admissions: An Empirical Analysis at Hospital and General Practice Level

Health Economics, Vol. 14, pp. 971-985, 2005
Posted: 04 Oct 2005
Frank Windmeijer, Hugh Gravelle and Pierre Hoonhout
University of Bristol - Department of Economics, University of York, Centre for Health Economics and ISEG Lisbon School of Economics and Management,Universidade de Lisboa

Abstract:

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waiting time, waiting list, hospital admissions

10.

Unit Roots: Identification and Testing in Micro Panels

CEMMAP Working Paper No. CWP07/05
Number of pages: 40 Posted: 18 Jul 2005
Stephen R. Bond, CĂ©line Nauges and Frank Windmeijer
Nuffield College, National Institute for Agricultural Research (INRA) - Laboratoire d'Economie des Ressources Naturelles (LERNA) and University of Bristol - Department of Economics
Downloads 151 (232,580)
Citation 16

Abstract:

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Generalised Method of Moments, Identification, Unit Root Tests

11.

Criterion-Based Inference for GMM in Autoregressive Panel Data Models

Inst. for Fiscal Studies Working Paper No. 01/02
Number of pages: 15 Posted: 02 Apr 2001
Frank Windmeijer, Stephen R. Bond and Clive G. Bowsher
University of Bristol - Department of Economics, Nuffield College and Statistical Laboratory, University of Cambridge
Downloads 120 (278,037)
Citation 1

Abstract:

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Generalised Method of Moments, Hypothesis testing, Panel data

Estimation of Panel Data Models with Binary Indicators When Treatment Effects are Not Constant Over Time

University of Toronto, Department of Economics UT-ECIPA-LAPORTE-04-01
Number of pages: 10 Posted: 12 May 2005
Audrey Laporte and Frank Windmeijer
University of Toronto and University of Bristol - Department of Economics
Downloads 111 (295,341)
Citation 8

Abstract:

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panel data, treatment effects

Estimation of Panel Data Models with Binary Indicators When Treatment Effects are Not Constant Over Time

Economics Letters, Vol. 88, pp. 389-396, 2005
Posted: 04 Oct 2005
Audrey Laporte and Frank Windmeijer
University of Toronto and University of Bristol - Department of Economics

Abstract:

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panel data, treatment effects

13.

Parental Income and Children's Smoking Behaviour: Evidence from the British Household Panel Survey

IFS Working Papers No. 05/10
Number of pages: 15 Posted: 27 May 2005
Laura Blow, Andrew Leicester and Frank Windmeijer
Institute for Fiscal Studies (IFS), Institute for Fiscal Studies (IFS) and University of Bristol - Department of Economics
Downloads 110 (295,679)

Abstract:

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Child smoking, parental income, panel data

14.

Projection Estimators for Autoregressive Panel Data Models

IFS, CEMMAP Discussion Paper No. CWP06/01
Number of pages: 35 Posted: 25 Oct 2001
Stephen R. Bond and Frank Windmeijer
Nuffield College and University of Bristol - Department of Economics
Downloads 97 (321,749)

Abstract:

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Panel Data, Projections, Generalised Method of Moments

Telling Tales from the Tails: High-Dimensional Tail Interdependence

Number of pages: 44 Posted: 30 Apr 2019
Arnold Polanski, Evarist Stoja and Frank Windmeijer
University of East Anglia, University of Bristol and University of Bristol - Department of Economics
Downloads 95 (328,488)

Abstract:

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Telling Tales from the Tails: High-Dimensional Tail Interdependence

Journal of Applied Econometrics, Forthcoming
Posted: 30 Apr 2019
Arnold Polanski, Evarist Stoja and Frank Windmeijer
University of East Anglia, University of Bristol and University of Bristol - Department of Economics

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co-exceedance, tail interdependence, high dimensions

16.

Using Stock Market Evidence to Inform the Definition of Product Markets in Competition Law

Number of pages: 27 Posted: 31 Jan 2010 Last Revised: 07 Jul 2011
Paul A. Grout, Frank Windmeijer and Anna (Ania) Zalewska
University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO), University of Bristol - Department of Economics and University of Bath - Centre for Governance, Regulation and Industrial Strategy; School of Management
Downloads 77 (370,358)

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Competition Policy, Relevant Product Market, Stock Market Performance

17.

A Comparison of Bias Approximations for The 2SLS Estimator

Tinbergen Institute Discussion Paper 11-088/4
Number of pages: 18 Posted: 16 Jun 2011
Maurice J. G. Bun and Frank Windmeijer
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Bristol - Department of Economics
Downloads 53 (447,960)

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bias, instrumental variables, weak instruments

18.

The Causal Effects of Education on Adult Health, Mortality and Income: Evidence from Mendelian Randomization and the Raising of the School Leaving Age

IZA Discussion Paper No. 12192
Number of pages: 48 Posted: 21 May 2019
University of Bristol, University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO), University of Bristol - MRC Integrative Epidemiology Unit, University of Bristol - Department of Economics and University of Groningen
Downloads 49 (463,392)

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returns to education, health, instrumental variables, RoSLA, genomic confounding, LATE

19.

Targets and Waiting Times: Exploiting a Quasi-Experiment to Evaluate the Use of Targets in the Provision of Health Care in the UK

iHEA 2007 6th World Congress: Explorations in Health Economics Paper
Posted: 22 Jun 2007
Imperial College London Business School, University of Aberdeen - Health Economics Research Unit, University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO) and University of Bristol - Department of Economics

Abstract:

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Waiting Times, Policy Targets, Quasi-Experiment

20.

Methodological Aspects in the Assessment of Treatment Effects in Observational Health Outcome Studies

Applied Health Economic and Health Policy, Vol. 5, 2006
Posted: 11 Oct 2006
Fundacio Sant Joan de Deu, Eli Lilly and Company - European Health Outcomes Research, University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics, Eli Lilly and Company, Ltd - Eli Lilly and Company, Indianapolis, Fundacio Sant Joan de Deu and University of Bristol - Department of Economics

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Observational studies, Health technology, Treatment effects

21.

Methodological Approach for Assessing the Cost-Effectiveness of Treatments Using Longitudinal Observational Data: The Soho Study

International Journal of Technology Assessment in Health Care, Vol. 22, 2006
Posted: 11 Oct 2006
University of Bristol - Department of Economics, Eli Lilly and Company - European Health Outcomes Research, London School of Economics & Political Science (LSE) - Department of Health and Social Care, Eli Lilly and Company, Ltd - Eli Lilly and Company, Indianapolis and Fundacio Sant Joan de Deu

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Observational Studies, Cost-Effectiveness, Longitudinal Data, Epoch Analysis

22.

Reliable Inference for GMM Estimators? Finite Sample Properties of Alternative Test Procedures in Linear Panel Data Models

Econometric Reviews, Vol. 24, No. 1, pp. 1-37, 2005
Posted: 09 Jun 2005
Stephen R. Bond and Frank Windmeijer
Nuffield College and University of Bristol - Department of Economics

Abstract:

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Generalised Method of Moments, Hypothesis Testing, Finite Sample Inference

23.

A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators

Posted: 09 Jun 2005
Frank Windmeijer
University of Bristol - Department of Economics

Abstract:

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Generalised Method of Moments, Variance correction, Panel data

24.

Two-Part Multiple Spell Models for Health Care Demand

Posted: 20 Aug 2001
J. M.C. Santos Silva and Frank Windmeijer
University of Surrey and University of Bristol - Department of Economics

Abstract:

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Count data, Generalised method of moments, Hurdle models, Non-parametric maximum likelihood estimator, Stopped-sum distributions

Other Papers (1)

Total Downloads: 0
1.

Genetic Markers as Instrumental Variables: An Application to Child Fat Mass and Academic Achievement

American Society of Health Economists (ASHEcon) Paper
Posted: 06 Jul 2011
University of Bristol, University of Bristol - MRC Integrative Epidemiology Unit, Bristol NIHR Biomedical Research Centre, Imperial College London Business School and University of Bristol - Department of Economics

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Adiposity, BMI, educational attainment, Fat Mass, Genetic Variant, instrumental variables, Mendelian Randomization