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
Structural mean models (SMMs) were originally formulated to estimate causal effects among those selecting treatment in […]
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The system GMM estimator for dynamic panel data models combines moment conditions for the model in […]
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The system GMM estimator for dynamic panel data models combines moment conditions for the model in […]
Latest version
This paper gives an account of the recent literature on estimating models for panel count data. […]
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step […]
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We consider a number of unit root tests for micro panels where the number of individuals […]
In this paper we explore a new approach to estimation for autoregressive panel data models, based […]
ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models […]
We compare the finite sample performance of a range of tests of linear restrictions for linear […]
In this paper we explore a new approach to estimation for autoregressive panel data models, based […]