Professor Frank Windmeijer

We consider testing for weak instruments in a model with multiple endogenous variables.

The authors consider testing for weak instruments in a model with multiple endogenous variables.

Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology and biostatistics.

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and Yogo (2005), who considered a weak instruments problem where the rank of the matrix of reduced form parameters is near zero, here we consider a weak instruments problem of a near rank reduction of one in the matrix of reduced form parameters.

They examine whether height in children causally affects a wide range of outcomes and use children's genetic variants as instrumental variables for child height. The results suggest that height is an important factor in human capital accumulation and show that being tall may not only confer advantage but also disadvantage.

Structural mean models (SMMs) were originally formulated to estimate causal effects among those selecting treatment in randomized controlled trials affected by nonignorable noncompliance.

Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.

The use of genetic markers as instrumental variables (IV) is receiving increasing attention from economists. This paper examines the conditions that need to be met for genetic variants to be used as instruments.

We show that the 2SLS biases relative to that of the OLS biases are then similar for the equations in differences and levels, as are the size distortions of the Wald tests.

The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels.

This paper gives an account of the recent literature on estimating models for panel count data.

Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.

This document reviews a number of empirical methodologies available to answering policy questions about the relationship between income and child outcomes.

We consider the number of unit root tests for micro panels where the number of individuals is typically large, but the number of time periods is often very small.