Centre Fellows
Frank Windmeijer
University of Bristol
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
We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and […]
Previous version
We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and […]
Latest version
Previous version
Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology […]
Previous version
We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and […]
Latest version
Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology […]
Latest version
In many economic applications, the variate of interest is non-negative and its distribution is characterized by […]
Structural mean models (SMMs) were originally formulated to estimate causal effects among those selecting treatment in […]
Previous version
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step […]
Previous version
We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one […]
The use of genetic markers as instrumental variables (IV) is receiving increasing attention from economists. This […]