Frank Windmeijer

Available identifiers

zbMath Open windmeijer.frank-a-gMaRDI QIDQ1362068

List of research outcomes

Publication	Date of Publication	Type
On the instrumental variable estimation with many weak and invalid instruments	2025-01-23	Paper
Testing underidentification in linear models, with applications to dynamic panel and asset pricing models	2024-03-21	Paper
On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference	2023-06-09	Paper
Binary outcomes, OLS, 2SLS and IV probit	2022-09-14	Paper
More reliable inference for the dissimilarity index of segregation	2022-07-27	Paper
The Confidence Interval Method for Selecting Valid Instrumental Variables	2022-07-11	Paper
Two-stage least squares as minimum distance	2022-06-24	Paper
Identification of causal effects on binary outcomes using structural mean models	2020-08-04	Paper
On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments	2019-11-12	Paper
Robust inference for the two-sample 2SLS estimator	2018-08-29	Paper
Testing competing models for non-negative data with many zeros	2016-09-15	Paper
A finite sample correction for the variance of linear efficient two-step GMM estimators	2016-03-30	Paper
Estimating structural mean models with multiple instrumental variables using the generalised method of moments	2016-03-08	Paper
A weak instrument \(F\)-test in linear IV models with multiple endogenous variables	2016-02-11	Paper
A comparison of bias approximations for the two-stage least squares (2SLS) estimator	2013-03-14	Paper
Instrumental Variable Estimators for Binary Outcomes	2013-01-31	Paper
Estimation of panel data models with binary indicators when treatment effects are not constant over time	2013-01-02	Paper
The weak instrument problem of the system GMM estimator in dynamic panel data models	2010-06-01	Paper
Generalized Method of Moments With Many Weak Moment Conditions	2009-11-13	Paper
RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS	2005-05-23	Paper
A finite sample correction for the variance of linear efficient two-step GMM estimators	2005-05-01	Paper
Projection estimators for autoregressive panel data models	2003-08-07	Paper
Individual effects and dynamics in count data models.	2003-04-02	Paper
Criterion-based inference for GMM in autoregressive panel data models.	2002-03-03	Paper
Two-part multiple spell models for health care demand	2002-02-05	Paper
Moment conditions for fixed effects count data models with endogenous regressors.	2000-06-04	Paper
An \(R\)-squared measure of goodness of fit for some common nonlinear regression models	1997-08-12	Paper
Goodness of fit in the linear model without a constant term	1996-01-02	Paper
A goodness‐of‐fit test in the multinomial legit model based on weighted squared residuals	1996-01-02	Paper
Goodness-of-fit measures in binary choice models1	1995-12-13	Paper
R2 in Seemingly Unrelated Regression Equations	1992-06-28	Paper
The asymptotic distribution of the sum of weighted squared residuals in binary choice models	1990-01-01	Paper

Research outcomes over time

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