Professor Frank Windmeijer

Professorial Research Fellow, Deputy Head of Department

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

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

von Hinke, S. et al. (2016) “Genetic markers as instrumental variables.”, Journal of health economics, 45, pp. 131–148.

Davies, N. et al. (2015) “What are the effects of varenicline compared with nicotine replacement therapy on long-term smoking cessation and clinically important outcomes? Protocol for a prospective cohort study.”, BMJ open, 5(11), p. e009665.

Davies, N. et al. (2015) “The role of common genetic variation in educational attainment and income: evidence from the National Child Development Study.”, Scientific reports, 5, p. 16509.

Smith, S., Windmeijer, F. and Wright, E. (2015) “Peer Effects in Charitable Giving: Evidence from the (Running) Field*”, The Economic Journal, 125(585), pp. 1053–1071.

Clarke, P., Palmer, T. and Windmeijer, F. (2015) “Estimating Structural Mean Models with Multiple Instrumental Variables Using the Generalised Method of Moments”, arXiv.

Davies, N. et al. (2015) “The many weak instruments problem and Mendelian randomization.”, Statistics in medicine, 34(3), pp. 454–468.

Clarke, P., Palmer, T. and Windmeijer, F. (2015) “Estimating Structural Mean Models with Multiple Instrumental Variables Using the Generalised Method of Moments”, Statistical Science, 30(1), pp. 96–117.

Allen, R. et al. (2015) “More reliable inference for the dissimilarity index of segregation.”, The econometrics journal, 18(1), pp. 40–66.

Silva, J., Tenreyro, S. and Windmeijer, F. (2015) “Testing Competing Models for Non-negative Data with Many Zeros”, Journal of Econometric Methods, 4(1), pp. 29–46.

Brilleman, S. et al. (2014) “Keep it simple? Predicting primary health care costs with clinical morbidity measures.”, Journal of health economics, 35, pp. 109–122.

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

Fatima Kasenally

Julia Manso