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Frank Windmeijer

Professor of Econometrics

Contact Details

Room: 2B5
Telephone: 0117 33 88423
E-mail: f.windmeijer@bristol.ac.uk

CMPO Working Papers

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Research Interests

Microeconometrics, Panel Data Econometrics, Economics of Health Care. Current research projects include the use of genetic markers as instrumental variables, identification of causal effects on binary outcomes, the effects of targeting on waiting times and weak instruments in panel data models.

Affiliations

• Research Fellow, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
• Associate Editor, Journal of Productivity Analysis
• Associate Editor, Journal of the Royal Statistical Society, Series A

Selected Recent Publications

For a more comprehensive list of publications with downloadable papers, please visit repec.

Published Journal Articles

• Identification of Causal Effects on Binary Outcomes Using Structural Mean Models (with Paul Clarke), Biostatistics 11, 756-770, 2010.
• Incentives and Targets in Hospital Care: Evidence from a Natural Experiment, (with Carol Propper, Matt Sutton and Carolyn Whitnall), Journal of Public Economics 94, 318-335, 2010.
• The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models (with Maurice Bun), The Econometrics Journal 13, 95-126, 2010.
• Generalized Method of Moments with Many Weak Moment Conditions, (with Whitney Newey), Econometrica 77, 687-719, 2009.

Recent Book Chapters

• GMM for Panel Count Data Models, in: M. Laszlo and P. Sevestre (eds.), The Econometrics of Panel Data, Third Edition, Springer, 2008.

Recent Working Papers

• A Comparison of Bias Approximations for the 2SLS Estimator (with Maurice Bun), CSE Working Paper No. 10/05, University of Bristol, 2010.
• Is it Different for Zeros? Discriminating Between Models for Non-Negative Data with Many Zeros (with Joao Santos Silva and Silvana Tenreyro), Cemmap Working Paper No. CWP20/10, 2010.
• Instrumental Variable Estimators for Binary Outcomes (with Paul Clarke), CMPO Working Paper No. 10/239, 2010.
• 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), CMPO Woring Paper No. 10/229, 2010.

Software

• ExpEnd, A Gauss Programme for Non-Linear GMM Estimation of Exponential Models with Endogenous Regressors for Cross Section and Panel Data, Cemmap Working Paper No. CWP14/02, 2002.

Teaching

ECON30392: Advanced Econometric Theory

ECONM1009: Econometrics