Frank Windmeijer
Professor of Econometrics
Contact Details
Room: 1.2
Telephone: 0117 33 10762
E-mail: f.windmeijer@bristol.ac.uk
Research Interests
Microeconometrics, Panel Data Econometrics, Economics of Health Care. Current research projects include the asymptotic behaviour of generalized empirical likelihood estimators under many weak instruments asymptotics; technology diffusion and health care productivity; and the effects of targeting on waiting times.
Affiliations
- Research Fellow, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
- Associate Editor, Journal of Productivity Analysis
Selected Recent Publications
For a more comprehensive list of publications with downloadable papers, please visit repec.
Published Journal Articles
- Generalized Method of Moments with Many Weak Moment Conditions, (with Whitney Newey), Econometrica 77, 687-719, 2009.
- The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models (with Maurice Bun), The Econometrics Journal, forthcoming 2009.
- Cost-Effectiveness Analysis of Treatment with Olanzapine Compared to Other Antipsychotic Treatments in Patients with Schizophrenia in the Pan-European SOHO Study, (with Martin Knapp, Jacqueline Brown, Stathis Kontodimas, Spyros Tzivelekis, Josep Maria Haro, Mark Ratcliffe, Jihyung Hong and Diego Novick, PharmacoEconomics 26, 341-358, 2008.
- Did ‘Targets and Terror’ Reduce Waiting Times in England for Hospital Care?, (with Carol Propper, Matt Sutton and Carolyn Whitnall), The B.E. Journal of Economic Analysis & Policy 2 (Contributions), Article 5, 2008.
Recent Book Chapters
Recent Working Papers
- Identification of Causal Effects on Binary Outcomes Using Structural Mean Models (with Paul Clarke) CMPO Working Paper No. 09/217, University of Bristol, 2009
- More Reliable Inference for Segregation Indices (with Rebecca Allen and Simon Burgess) CMPO Working Paper No. 09/216, University of Bristol, 2009
- Instrumental Variable Estimators for Binary Outcomes, (with Paul Clarke) CMPO Working Paper No. 09/209, University of Bristol, 2009
- Incentives and Targets in Hospital Care: Evidence from a Natural Experiment, (with Carol Propper, Matt Sutton and Carolyn Whitnall), CMPO Working Paper No. 08/205, University of Bristol, 2008.
- How Important is Pro-Social Behaviour in the Delivery of Public Services?, (with Paul Gregg, Paul Grout, Sarah Smith and Anita Ratcliffe), CMPO Working Paper No. 08/197, University of Bristol, 2008.
- Unit Roots: Identification and Testing in Micro Panels (with Stephen Bond and Celine Nauges), cemmap Working Paper No. CWP07/05, 2005.
Software
Teaching
ECON30392: Advanced Econometric Theory
ECONM1009: Econometrics
