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D-Index & Metrics

Social Sciences and Humanities

D-Index
55
Citations
24805
World Ranking
1958
National Ranking
348

Overview

Frank Windmeijer is affiliated with the University of Bristol in the United Kingdom. Their research spans multiple fields of study, predominantly focusing on Economics, Econometrics and Finance as well as Mathematics. Windmeijer's work is notably concentrated in the subfields of Statistics and Probability, Economics and Econometrics, Genetics, General Economics, Econometrics and Finance, and Finance.

The primary topics addressed in Windmeijer's publications include Statistical Methods and Inference, Monetary Policy and Economic Impact, Advanced Causal Inference Techniques, Fiscal Policy and Economic Growth, Genetic Associations and Epidemiology, Spatial and Panel Data Analysis, and Economic Policies and Impacts.

Windmeijer has contributed to several recent papers, including the following:

  • Testing underidentification in linear models, with applications to dynamic panel and asset pricing models, 2021, Journal of Econometrics
  • Binary outcomes, OLS, 2SLS and IV probit, 2022, Econometric Reviews
  • The causal effects of education on adult health, mortality and income: evidence from Mendelian randomization and the raising of the school leaving age, 2023, International Journal of Epidemiology
  • Corrigendum to: An examination of multivariable Mendelian randomization in the single-sample and two-sample summary data settings, 2020, International Journal of Epidemiology
  • Avoiding dynastic, assortative mating, and population stratification biases in Mendelian randomization through within-family analyses, 2020, Nature Communications

Frequent collaborators in Windmeijer's research include George Davey Smith, Eleanor Sanderson, Neil M Davies, Karl Heilbron, and Fernando Pires Hartwig.

Windmeijer's research has been published in various academic venues, with multiple contributions appearing in arXiv (Cornell University), Journal of Econometrics, International Journal of Epidemiology, Journal of the Royal Statistical Society Series B (Statistical Methodology), and Nature Communications.

Best Publications

  • A finite sample correction for the variance of linear efficient two-step GMM estimators

    Frank Windmeijer

  • An R-squared measure of goodness of fit for some common nonlinear regression models

    A. Colin Cameron;Frank A.G. Windmeijer

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

    Eleanor Sanderson;Frank Windmeijer

  • An examination of multivariable Mendelian randomization in the single-sample and two-sample summary data settings.

    Eleanor Sanderson;George Davey Smith;Frank Windmeijer;Jack Bowden

  • Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator

    Richard Blundell;Stephen Bond;Frank Windmeijer

  • A finite sample correction for the variance of linear two-step GMM estimators

    Frank Windmeijer

  • The weak instrument problem of the system GMM estimator in dynamic panel data models

    Maurice J. G. Bun;Frank Windmeijer

  • Individual effects and dynamics in count data models

    Richard Blundell;Rachel Griffith;Frank Windmeijer

  • R-Squared Measures for Count Data Regression Models With Applications to Health-Care Utilization

    A. Colin Cameron;Frank A. G. Windmeijer

  • Endogeneity in Count Data Models: An Application to Demand for Health Care

    Frank Windmeijer;Joao Santos Silva Santos Silva

  • Avoiding dynastic, assortative mating, and population stratification biases in Mendelian randomization through within-family analyses

    Ben Brumpton;Ben Brumpton;Eleanor Sanderson;Karl Heilbron;Fernando Pires Hartwig;Fernando Pires Hartwig

  • The causal effects of education on health outcomes in the UK Biobank

    Neil M Davies;Matt Dickson;George Davey Smith;Gerard J van den Berg

  • Peer effects in charitable giving: Evidence from the (running) field

    Sarah L Smith;Frank Windmeijer;Edmund W Wright

  • Generalized method of moments with many weak moment conditions

    Whitney K. Newey;Frank Windmeijer

  • How important is pro-social behaviour in the delivery of public services?

    Paul Gregg;Paul A. Grout;Anita Ratcliffe;Sarah Smith

  • Goodness-of-fit measures in binary choice models 1

    Frank A.G. Windmeijer

  • Estimation of panel data models with binary indicators when treatment effects are not constant over time

    Audrey Laporte;Frank Windmeijer

  • Instrumental Variable Estimators for Binary Outcomes

    Paul S. Clarke;Frank Windmeijer

  • Did 'targets and terror' reduce waiting times in England for hospital care?

    Carol Propper;Matt Sutton;Carolyn Whitnall;Frank Windmeijer

  • Finite sample inference for GMM estimators in linear panel data models

    Stephen Bond;Frank Windmeijer

  • The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice

    Frank Windmeijer

  • R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization

    A.C. Cameron;F.A.G. Windmeijer

Frequent Co-Authors

Matt Sutton
Matt Sutton University of Manchester
Debbie A. Lawlor
Debbie A. Lawlor University of Bristol
Marcus R. Munafò
Marcus R. Munafò University of Bath
Mark E. Schaffer
Mark E. Schaffer Heriot-Watt University
Alistair McGuire
Alistair McGuire London School of Economics and Political Science
Joseph P. Newhouse
Joseph P. Newhouse Harvard University
Mark McClellan
Mark McClellan Duke University
Jeff Richardson
Jeff Richardson Monash University
Daniel P. Kessler
Daniel P. Kessler Stanford University
David Evans
David Evans University of Bristol

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