Centre Fellows

Frank Windmeijer

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.

Selected Publications

A weak instrument F-test in linear IV models with multiple endogenous variables

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and […]

Frank Windmeijer, Eleanor Sanderson
1 February 2016 | Journal Article

Previous version

A weak instrument F-test in linear IV models with multiple endogenous variables
Frank Windmeijer, Eleanor Sanderson
30 June 2015 | CWP31/15
A weak instrument F-test in linear IV models with multiple endogenous variables

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and […]

Frank Windmeijer, Eleanor Sanderson
30 June 2015 | CWP31/15

Latest version

A weak instrument F-test in linear IV models with multiple endogenous variables
Frank Windmeijer, Eleanor Sanderson
1 February 2016 | Journal Article

Previous version

A weak instrument F-test in linear IV models with multiple endogenous variables
Frank Windmeijer, Eleanor Sanderson
13 November 2013 | CWP58/13
Estimating structural mean models with multiple instrumental variables using the generalised method of moments

Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology […]

Frank Windmeijer, Tom M. Palmer, Paul S. Clarke
28 February 2015 | Journal Article

Previous version

A weak instrument F-test in linear IV models with multiple endogenous variables

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and […]

Frank Windmeijer, Eleanor Sanderson
13 November 2013 | CWP58/13

Latest version

A weak instrument F-test in linear IV models with multiple endogenous variables
Frank Windmeijer, Eleanor Sanderson
30 June 2015 | CWP31/15
Estimating structural mean models with multiple instrumental variables using the generalised method of moments

Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology […]

Tom M. Palmer, Paul S. Clarke, Frank Windmeijer
30 August 2011 | CWP28/11

Latest version

Estimating structural mean models with multiple instrumental variables using the generalised method of moments
Frank Windmeijer, Tom M. Palmer, Paul S. Clarke
28 February 2015 | Journal Article
Is it different for zeros? Discriminating between models for non-negative data with many zeros

In many economic applications, the variate of interest is non-negative and its distribution is characterized by […]

Joao Santos Silva Santos Silva, Frank Windmeijer, Silvana Tenreyro
12 July 2010 | CWP20/10
Identification of causal effects on binary outcomes using structural mean models

Structural mean models (SMMs) were originally formulated to estimate causal effects among those selecting treatment in […]

Frank Windmeijer, Paul S. Clarke
3 June 2010 | Journal Article

Previous version

Identification of causal effects on binary outcomes using structural mean models
Paul S. Clarke, Frank Windmeijer
1 March 2010 | CWP02/10
Generalized method of moments with many weak moment conditions

Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step […]

Frank Windmeijer, Whitney K. Newey
31 May 2010 | Journal Article

Previous version

GMM with many weak moment conditions
Frank Windmeijer, Whitney K. Newey
6 December 2005 | CWP18/05
A comparison of bias approximations for the 2SLS estimator

We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one […]

Frank Windmeijer, Maurice Bun
21 April 2010 | CWP07/10
Genetic markers as instrumental variables: an application to child fat mass and academic achievement

The use of genetic markers as instrumental variables (IV) is receiving increasing attention from economists. This […]

Frank Windmeijer, Carol Propper, Debbie A. Lawlor, George Davey Smith, Stephanie von Hinke
2 March 2010 | CWP03/10