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IFS Working Papers

Parental income and children's smoking behaviour: evidence from the British Household Panel Survey (with Laura Blow and Andrew Leicester), May 2005, 15 pp., Research Fellow, W05/10.

Waiting lists, waiting times and admissions: an empirical analysis at hospital and general practice level (with Hugh Gravell and Pierre Hoonhout), December 2004, 29 pp., Research Fellow, W04/35.

Criterion-based inference for GMM in autoregressive panel-data models (with Steve Bond and Clive Bowsher), February 2001, 15 pp, Research Fellow, W01/02 [now published in Economics Letters, Vol.73, No.3, p.379-388].

A finite sample correction for the variance of linear two-step GMM estimators, in IFS, Working paper, November 2000, 23 pp, Research Fellow, W00/19.

Wages and the demand for health - a life cycle analysis (with Christian Dustmann), June 2000, 44 pp., Research Fellow, W99/20.

Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator (with Richard Blundell and Steve Bond), in IFS, Working paper, June 2000, 49 pp, Research Fellow, W00/12.

Identifying demand for health resources using waiting times information (with Richard Blundell), April 2000, 24 pp, Research Fellow, W00/03.

Two-part multiple spell models for health care demand (with Joao M.C. Santos Silva), February 1999, 30 pp., Research Fellow, W99/02 [now published in Journal of Econometrics, Vol. 104, pp. 67-89].

Individual effects and dynamics in count data models (with Richard Blundell and Rachel Griffith), January 1999, Research Fellow, W99/03 [now published in Journal of Econometrics, Vol. 108, No. 1, pp. 113-131].

Efficiency comparisons for a system GMM estimator in dynamic panel data models, October 1998, 12 pp., Research Fellow, W98/01.

Cluster effects and simultaneity in multilevel models (with Richard Blundell), September 1997, Research Fellow, W97/05 [now published in Health Economics, Vol. 6, pp. 439-443.].

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance (with Costas Meghir), January 1997, 18 pp., Research Fellow, W97/21 [now published in Annales d'Economie et de Statistique, No. 55-56, pp.317-330].

Endogeneity in count data models; an application to demand for health care (with Joao Santos Silva), August 1996, Research Fellow, W96/15 [now published in Journal of Applied Econometrics, Vol. 12, pp. 281-294.].

Journal Articles

GMM with many weak moment conditions (with Whitney Newey), July 2010, Econometrica

[Previous version: December 2005, cemmap Working Papers CWP18/05].

The weak instrument problem of the system GMM estimator in dynamic panel data models (with Bun, Maurice), February 2010, Econometrics Journal, Vol. 13, No. 1, pp. 95-126

[Previous version: March 2007, cemmap Working Papers CWP08/07].

A finite sample correction for the variance of linear efficient two-step GMM estimators, May 2005, Journal of Econometrics, Vol. 126, No. 1, pp. 25-51.

Modelling supply and demand influences on the use of health care: Implications for deriving a needs based capitation formula, January 2003, Health Economics, Vol. 12, pp. 985-1004.

Projection estimators for autoregressive panel data models (with Steve Bond), December 2002, Econometrics Journal, Vol. 5, No. 2, pp. 457-479.

[Previous version: December 2001, cemmap Working Papers CWP06/01].

Individual effects and dynamics in count data models (with Richard Blundell and Rachel Griffith), May 2002, Journal of Econometrics, Vol. 108, No. 1, pp. 113-131

[Previous versions: August 1995, ; January 1995, ; January 1999, IFS Working Papers W99/03].

Individual effects and dynamics in count data models (with Richard Blundell and Rachel Griffith), January 2002, Journal of Econometrics, Vol. 108, pp. 113-131.

Two-part multiple spell models for health care demand (with João Santos Silva), August 2001, Journal of Econometrics, Vol. 104, pp. 67-89

[Previous version: February 1999, IFS Working Papers W99/02].

Criterion-based inference for GMM in autoregressive panel data models (with Steve Bond and Clive Bowsher), January 2001, Economics Letters, Vol.73, No.3, p.379-388

[Previous version: February 2001, IFS Working Papers W01/02].

Moment conditions for fixed effects count data models with endogenous regressors, January 2000, Economics Letters, Vol. 68, No. 1, p.21-24.

Identifying demand for health resources using waiting times information (with Richard Blundell), January 2000, Health Economics, Vol. 9, No. 6, p.465-474.

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance (with Costas Meghir), January 1999, Annales d'Economie et de Statistique, No. 55-56, pp.317-330

[Previous version: January 1997, IFS Working Papers W97/21].

An R-squared measure of goodness of fit for some common non-linear regression models (with Colin Cameron), January 1997, Journal of Econometrics, vol.77, p.329-42.

Cluster effects and simultaneity in multilevel models (with Richard Blundell), January 1997, Health Economics, Vol. 6, pp. 439-443.

[Previous version: September 1997, IFS Working Papers W97/05].

Endogeneity in count data models: an application to demand for health care (with Joao Santos Silva), January 1997, Journal of Applied Econometrics, Vol. 12, pp. 281-294.

[Previous version: August 1996, IFS Working Papers W96/15].

R-squared measures for count data regression models with applications to health-care utilization (with Cameron, A), January 1996, Journal of Business and Economic Statistics, vol.14, p.209-20.

A note R2 in the instrumental variables model, January 1995, Journal of Quantitative Economics, Vol. 11, pp. 257-261..

Goodness-of-fit measures in binary choice models, January 1995, Econometric Reviews, Vol. 14, No. 1, pp. 101-116..

A goodness-of-fit test in the multinomial logit model based on weighted squared residuals, January 1994, Statistica Neerlandica, 48, pp. 271-283..

Goodness of fit in the linear model without constant, January 1994, Statistica Neerlandica, Vol. 48, pp. 169-181..

The maximum rank correlation estimator and the rank estimator in binary choice models, January 1993, Econometric Theory, Vol. 9, 313, Problem Section. Solution in 1994, pp. 442-443..

R2 in seemingly unrelated regression equations (with Heinz Neudecker), January 1991, Statistica Neerlandica, Vol. 45, pp. 405-411.

The asymptotic distribution of the sum of weighted squared residuals in the binary choice model, January 1990, Statistica Neerlandica, Vol. 44, pp. 69-78.

Book Chapters

GMM for panel count data models, in The Econometrics of Panel Data, Third Edition, April 2008, Vol. 46, Chapter 18, pp. 603-624.

cemmap Working Papers

Is it different for zeros? Discriminating between models for non-negative data with many zeros (with J. M. C. Santos Silva and Silvana Tenreyro), July 2010, CWP20/10.

A comparison of bias approximations for the 2SLS estimator (with Maurice Bun), April 2010, CWP07/10.

Genetic markers as instrumental variables: an application to child fat mass and academic achievement (with Stephanie von Hinke Kessler Scholder, George Davey Smith, Debbie A. Lawlor and Carol Propper), March 2010, CWP03/10.

Identification of causal effects on binary outcomes using structural mean models (with Paul Clarke), March 2010, CWP02/10.

The weak instrument problem of the system GMM estimator in dynamic panel data models (with Maurice Bun), March 2007, 33 pp., CWP08/07 [now published in Econometrics Journal, Vol. 13, No. 1, pp. 95-126].

GMM for panel count data models, October 2006, CWP21/06
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