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

Bond, S. and Windmeijer, F. (2001) “Projection Estimators for Autoregressive Panel Data Models”, SSRN Electronic Journal.
Silva, J. and Windmeijer, F. (2001) “Two-part multiple spell models for health care demand”, JOURNAL OF ECONOMETRICS, 104(1), pp. 67–89.
Blundell, R. and Windmeijer, F. (2000) “Identifying demand for health resources using waiting times information.”, Health economics, 9(6), pp. 465–474.
Windmeijer, F. (2000) “Econometric Analysis of Count Data. 2nd edn, R. Winkelmann, Springer‐Verlag, 1997. No. of pages: 193. Price: £55.50, $85.90, DM 128. ISBN 3‐540‐62201‐2”, Statistics in Medicine, 19(2), pp. 276–277.
Windmeijer, F. (2000) “A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators”, SSRN Electronic Journal.
Dustmann, C. and Windmeijer, F. (2000) “Wages and the Demand for Health - a Life Cycle Analysis”, SSRN Electronic Journal.
Windmeijer, F. (2000) “Moment conditions for fixed effects count data models with endogenous regressors”, ECONOMICS LETTERS, 68(1), pp. 21–24.
Blundell, R., Bond, S. and Windmeijer, F. (2000) “Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator”, ADVANCES ECOOMETRICS, VOL 15, 2000, 15, pp. 53–91.
Blundell, R. and Windmeijer, F. (1997) “Cluster effects and simultaneity in multilevel models.”, in Health economics, pp. 439–443.
Cameron, A. and Windmeijer, F. (1997) “An R-squared measure of goodness of fit for some common nonlinear regression models”, JOURNAL OF ECONOMETRICS, 77(2), pp. 329–342.

Contact Details

Email: frank.windmeijer@stats.ox.ac.uk

Phone: +44 (0)1865 272872

Research Groups

Econometrics and Population Statistics

Computational Statistics and Machine Learning

Students

  1. Jeffrey Tse