Professor Frank Windmeijer

Professorial Research Fellow, Deputy Head of Department

Biographical Sketch

  • 2005-2019 Professor of Econometrics, University of Bristol
  • 2002-2005 Co-Director, Centre for Microdata Methods and Practice
  • 1996-2005 Senior Researcher, Institute for Fiscal Studies
  • 1994-1996 ERC Post-Doc, University College London
  • 1992-1994 Visiting Assistant Professor, Australian National University

Research Interests

  • Dynamic panel/longitudinal data estimation methods
  • Causal inference
  • Instrumental variables estimation, weak/invalid instruments
  • Mendelian randomisation


Windmeijer, F. (2023) “The Robust F-Statistic as a Test for Weak Instruments.”
Apfel, N. and Windmeijer, F. (2022) “The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exogeneity or Exclusion Restriction.”
Windmeijer, F. (2022) “Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals.”