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

Publications

Windmeijer, F. (2021) “Testing underidentification in linear models, with applications to dynamic panel and asset pricing models”, Journal of Econometrics, 240(2).

Onurlu, M. and Windmeijer, F. (2021) “The use of aggregate data in the evaluation of hospital interventions: The case of payment by results for maternity care in England”, in Dynamic Optics in Economics: Quantitative, Experimental and Econometric Analyses, pp. 241–263.

Brumpton, B., Sanderson, E., Heilbron, K., Hartwig, F., Harrison, S., Vie, G., Cho, Y., Howe, L., Hughes, A., Boomsma, D., Havdahl, A., Hopper, J., Neale, M., Nivard, M., Pedersen, N., Reynolds, C., Tucker-Drob, E., Grotzinger, A., Howe, L., Morris, T., Li, S., Within-family Consortium, ., 23andMe Research Team, ., Auton, A., Windmeijer, F., Chen, W.-M., Bjørngaard, J., Hveem, K., Willer, C., Evans, D., Kaprio, J., Davey Smith, G., Åsvold, B., Hemani, G. and Davies, N. (2020) “Avoiding dynastic, assortative mating, and population stratification biases in Mendelian randomization through within-family analyses.”, Nature communications, 11(1), p. 3519.

Sanderson, E., Smith, G., Windmeijer, F. and Bowden, J. (2020) “Corrigendum to: An examination of multivariable Mendelian randomization in the single-sample and two-sample summary data settings.”, International journal of epidemiology, 49(3), p. 1057.

Davies, N., Taylor, A., Taylor, G., Itani, T., Jones, T., Martin, R., Munafò, M., Windmeijer, F. and Thomas, K. (2020) “Varenicline versus nicotine replacement therapy for long-term smoking cessation: an observational study using the Clinical Practice Research Datalink.”, Health technology assessment (Winchester, England), 24(9), pp. 1–46.

Taylor, G., Itani, T., Thomas, K., Rai, D., Jones, T., Windmeijer, F., Martin, R., Munafò, M., Davies, N. and Taylor, A. (2020) “Prescribing Prevalence, Effectiveness, and Mental Health Safety of Smoking Cessation Medicines in Patients With Mental Disorders.”, Nicotine & tobacco research : official journal of the Society for Research on Nicotine and Tobacco, 22(1), pp. 48–57.

Polanski, A., Stoja, E. and Windmeijer, F. (2019) “Telling tales from the tails: High-dimensional tail interdependence”, Journal of Applied Econometrics, 34(5), pp. 779–794.

Sanderson, E., Davey Smith, G., Windmeijer, F. and Bowden, J. (2019) “An examination of multivariable Mendelian randomization in the single-sample and two-sample summary data settings.”, International journal of epidemiology, 48(3), pp. 713–727.

Davies, N., Dickson, M., Smith, G., Windmeijer, F. and van den Berg, G. (2019) “The Causal Effects of Education on Adult Health, Mortality and Income: Evidence from Mendelian Randomization and the Raising of the School Leaving Age”, SSRN Electronic Journal.

Windmeijer, F. (2019) “Two-stage least squares as minimum distance”, ECONOMETRICS JOURNAL, 22(1), pp. 1–9.