Frank joined the Institute in 1996 having previously worked at the University of Amsterdam, the Australian National University and University College London. He is now a professor of econometrics at the University of Bristol.
His research interests include the econometrics of dynamic panel data models and count data, and various issues in health, e.g. household smoking behaviour and demand for health care.
Frank ran the Econometric Study Group and is a member of the Centre for Economic Evaluation, which is part of the ESRC Evidence-Based Policy and Practice Network.
This commentary assesses the impact of capping on local service provision. In particular it addresses the following questions. What factors determine desired local spending? Did capping constrain spending by local councils? Which local services bore the brunt of any cuts? Did the quality of local services suffer as a result?
The system GMM estimator in dynamic panel data models combines moment conditions for hte differenced equation with moment conditions for the model in levels.
For small group sizes, the Generalised Least Squares (CLS) estimator in multilevel models is biased and inconsistent when the random cluster effects are correlated with the regressors.
Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function.
