Frank Windmeijer

A finite sample correction for the variance of linear efficient two-step GMM estimators

Frank Windmeijer · Journal of Econometrics · 2004 · 5.8K citations

Social Sciences, Biostatistics, Economics +17

An R-squared measure of goodness of fit for some common nonlinear regression models

A. Colin Cameron, Frank Windmeijer · Journal of Econometrics · 1997 · 1.2K citations

Pharmacy, Biostatistics, Psychometrics +12

An examination of multivariable Mendelian randomization in the single-sample and two-sample summary data settings

Eleanor Sanderson, George Davey Smith, Frank Windmeijer et al. · International Journal of Epidemiology · 2018 · 1.2K citations · Full text

Public Health, Biostatistics, Genetics +15

A weak instrument <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si3.gif" display="inline" overflow="scroll"><mml:mi>F</mml:mi></mml:math>-test in linear IV models with multiple endogenous variables

Eleanor Sanderson, Frank Windmeijer · Journal of Econometrics · 2015 · 727 citations · Full text

Social Sciences, Economics, Econometrics +12

Individual effects and dynamics in count data models

Richard Blundell, Rachel Griffith, Frank Windmeijer · Journal of Econometrics · 2002 · 528 citations · Full text

Business, Biostatistics, Mathematics +14