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Frank Windmeijer
Frank Windmeijer
Research Fellow
Education
MSc Econometrics, University of Amsterdam, 1987
PhD Econometrics, University of Amsterdam, 1992

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.

He is a co-editor of the Econometrics Journal.

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Paul S. Clarke, Tom M. Palmer and Frank Windmeijer, August 2011,  Estimating structural mean models with multiple instrumental variables using the generalised method of moments cemmap Working Papers , CWP28/11
J. M. C. Santos Silva, Silvana Tenreyro and Frank Windmeijer, July 2010,  Is it different for zeros? Discriminating between models for non-negative data with many zeros cemmap Working Papers , CWP20/10
Whitney Newey and Frank Windmeijer, July 2010,  GMM with many weak moment conditions Econometrica,  Journal Articles
Previous versions:
Whitney Newey and Frank Windmeijer, December 2005,  GMM with many weak moment conditions,  cemmap Working Papers , CWP18/05
Maurice Bun and Frank Windmeijer, April 2010,  A comparison of bias approximations for the 2SLS estimator cemmap Working Papers , CWP07/10
Stephanie von Hinke Kessler Scholder, George Davey Smith, Debbie A. Lawlor, Carol Propper and Frank Windmeijer, March 2010,  Genetic markers as instrumental variables: an application to child fat mass and academic achievement cemmap Working Papers , CWP03/10
Paul Clarke and Frank Windmeijer, March 2010,  Identification of causal effects on binary outcomes using structural mean models cemmap Working Papers , CWP02/10
Bun, Maurice and Frank Windmeijer, February 2010,  The weak instrument problem of the system GMM estimator in dynamic panel data models Econometrics Journal,  Vol. 13, No. 1, pp. 95-126, Journal Articles
Previous versions:
Maurice Bun and Frank Windmeijer, March 2007,  The weak instrument problem of the system GMM estimator in dynamic panel data models,  cemmap Working Papers , CWP08/07
Frank Windmeijer, April 2008,  GMM for panel count data models in The Econometrics of Panel Data, Third Edition Vol. 46, Chapter 18, pp. 603-624, Springer Verlag, Book Chapters
Maurice Bun and Frank Windmeijer, March 2007,  The weak instrument problem of the system GMM estimator in dynamic panel data models cemmap Working Papers , CWP08/07
Frank Windmeijer, October 2006,  GMM for panel count data models cemmap Working Papers , CWP21/06
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