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

26

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CITATIONS
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139

Scholarly Papers (26)

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 329 (90,621)
Citation 3

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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 296 (101,706)
Citation 14

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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 271 (111,748)
Citation 6

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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 241 (125,664)
Citation 4

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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

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drug price elasticity, promotion expenditures, panel data

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 149 (195,933)
Citation 3

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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 73 (323,549)
Citation 5

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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

Econometrics Journal, Vol. 13, Issue 1, pp. 95-126, February 2010
Number of pages: 32 Posted: 15 Feb 2010
Maurice J. G. Bun and Frank Windmeijer
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Bristol - Department of Economics
Downloads 3 (655,636)
Citation 4
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6.

Wages and the Demand for Health - a Life Cycle Analysis

IZA Discussion Paper No. 171
Number of pages: 50 Posted: 09 Nov 2000
Christian Dustmann and Frank Windmeijer
University College London and University of Bristol - Department of Economics
Downloads 224 (135,603)

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7.

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 223 (136,182)
Citation 4

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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 213 (142,343)
Citation 5

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GMM, Continuous Updating, Many Moments, Variance

9.

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 142 (203,296)
Citation 10

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Generalised Method of Moments, Identification, Unit Root Tests

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 129 (220,268)

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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

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waiting time, waiting list, hospital admissions

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 94 (276,629)

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Panel Data, Projections, Generalised Method of Moments

Projection Estimators for Autoregressive Panel Data Models

The Econometrics Journal, Vol. 5, pp. 457-479, 2002
Number of pages: 23 Posted: 05 Feb 2003
Stephen R. Bond and Frank Windmeijer
Nuffield College and University of Bristol - Department of Economics
Downloads 24 (511,804)
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12.

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 113 (242,190)

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Generalised Method of Moments, Hypothesis testing, Panel data

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 102 (260,264)

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Child smoking, parental income, 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 99 (267,284)
Citation 1

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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

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panel data, treatment effects

15.

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 74 (317,674)

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Competition Policy, Relevant Product Market, Stock Market Performance

16.

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 44 (407,245)

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bias, instrumental variables, weak instruments

17.

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 VU University Amsterdam - Department of Economics
Downloads 10 (579,240)

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

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 7 (624,582)

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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

19.

Peer Effects in Charitable Giving: Evidence from the (Running) Field

The Economic Journal, Vol. 125, Issue 585, pp. 1053-1071, 2015
Number of pages: 19 Posted: 22 Jun 2015
Frank Windmeijer, Edmund Wright and Sarah Smith
University of Bristol - Department of Economics, University College London and University of Bristol
Downloads 1 (649,034)
Citation 3
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20.

More Reliable Inference for the Dissimilarity Index of Segregation

The Econometrics Journal, Vol. 18, Issue 1, pp. 40-66, 2015
Number of pages: 27 Posted: 31 Mar 2015
University of London - Institute of Education, University of Bristol - Department of Economics, McGill University and University of Bristol - Department of Economics
Downloads 1 (649,034)
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Bootstrap methods, Dissimilarity index, Hypothesis testing, Segregation

21.

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

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Waiting Times, Policy Targets, Quasi-Experiment

22.

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

Abstract:

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Observational studies, Health technology, Treatment effects

23.

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

24.

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

25.

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

Journal of Econometrics, Vol. 126, No. 1, pp. 25-51, May 2005
Posted: 09 Jun 2005
Frank Windmeijer
University of Bristol - Department of Economics

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Generalised Method of Moments, Variance correction, Panel data

26.

Two-Part Multiple Spell Models for Health Care Demand

Journal of Econometrics, Vol. 104, August 2001
Posted: 20 Aug 2001
J. M.C. Santos Silva and Frank Windmeijer
University of Surrey and University of Bristol - Department of Economics

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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, affiliation not provided to SSRN, 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