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Professor Frank Windmeijer

Head of Department, Professorial Research Fellow

Fellow of the British Academy

Fellow of the International Association for Applied Econometrics

Co-Editor of the Journal of Applied Econometrics

Associate Editor of the Journal of the American Statistical Association

Google Scholar

 

Recent publication:

The robust F-statistic as a test for weak instruments , Journal of Econometrics

Stata code for command gfweakivtest

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

  • Causal inference
  • Instrumental variables estimation, weak/invalid instruments
  • Mendelian randomisation

Publications

Blundell, R. and Windmeijer, F. (1997) “Cluster effects and simultaneity in multilevel models”, in Health Economics. Wiley, pp. 439–443.
WINDMEIJER, F. and SILVA, J. (1997) “ENDOGENEITY IN COUNT DATA MODELS: AN APPLICATION TO DEMAND FOR HEALTH CARE”, Journal of Applied Econometrics, 12(3), pp. 281–294.
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.
Cameron, A. and Windmeijer, F. (1996) “R-Squared Measures for Count Data Regression Models with Applications to Health-Care Utilization”, Journal of Business and Economic Statistics, 14(2), pp. 209 – 209.
Cameron, A. and Windmeijer, F. (1996) “R-Squared Measures for Count Data Regression Models With Applications to Health-Care Utilization”, Journal of Business and Economic Statistics, 14(2), pp. 209–220.
Blundell, R., Griffith, R. and Windmeijer, F. (1995) “Dynamics and Correlated Responses in Longitudinal Count Data Models”, in Statistical Modelling. Springer Nature, pp. 35–42.
Windmeijer, F. (1995) “Goodness-of-fit measures in binary choice models”, Econometric Reviews, 14(1), pp. 101–116.
Windmeijer, F. (1994) “A goodness‐of‐fit test in the multinomial legit model based on weighted squared residuals”, Statistica Neerlandica, 48(3), pp. 271–283.
Windmeijer, F. (1994) “Goodness of fit in the linear model without a constant term”, Statistica Neerlandica, 48(2), pp. 169–181.
Windmeijer, F. (1994) “The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models”, Econometric Theory, 10(2), pp. 442–443.

Contact Details

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

Phone: +44 (0)1865 272872

Executive Assistant:  Lauren Haynes

Research Groups

Econometrics and Population Statistics

Computational Statistics and Machine Learning

Students

Jeffrey Tse

Fatima Kasenally

Julia Manso

Jesse Hoekstra