Concepedia
Statistics
Publications
98
Citations
16.1K
H-Index
48
Active since
1990
Affiliations
University of Bristol(Current)
Institute for Fiscal Studies
Leverhulme Trust
Medical Research Council
University College London
Frank Windmeijer is an author at University of Bristol specializing in statistics, econometrics, and economics.
Top concepts
StatisticsEconometricsBusinessEconomicsPublic HealthEconomic AnalysisHealth EconomicsStatistical InferenceHealth PolicyMedicine
Publications per year
1990–2023
97
A finite sample correction for the variance of linear efficient two-step GMM estimators
Frank Windmeijer · Journal of Econometrics · 2004 · 5.7K citations
Finite Sample Correction, Parameter Estimation, Engineering +7
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
Engineering, Regression Analysis, Statistical Inference +6
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 · 1.1K citations · Full text
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 · 696 citations · Full text
Individual effects and dynamics in count data models
Richard Blundell, Rachel Griffith, Frank Windmeijer · Journal of Econometrics · 2002 · 525 citations
Economics, Estimation Statistic, Population Dynamic +6
1–5 of 98