Frank A. G. Windmeijer

Frank A. G. Windmeijer's AcademicInfluence.com Rankings

Economics

#3272

World Rank

#3710

Historical Rank

Econometrics

#85

World Rank

#88

Historical Rank

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Economics

Frank A. G. Windmeijer's Degrees

PhD Economics University of Amsterdam
Masters Econometrics University of Amsterdam
Bachelors Economics University of Amsterdam

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Frank A. G. Windmeijer's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators (2000) (3628)
Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator (2000) (942)
An R-squared measure of goodness of fit for some common nonlinear regression models (1997) (873)
A weak instrument F-test in linear IV models with multiple endogenous variables☆ (2013) (541)
Individual effects and dynamics in count data models (2002) (526)
The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models (2007) (434)
An examination of multivariable Mendelian randomization in the single-sample and two-sample summary data settings (2018) (417)
Endogeneity in Count Data Models: An Application to Demand for Health Care (1997) (381)
R-Squared Measures for Count Data Regression Models With Applications to Health-Care Utilization (1996) (367)
Generalized method of moments with many weak moment conditions (2009) (230)
How important is pro-social behaviour in the delivery of public services? (2011) (198)
Peer Effects in Charitable Giving: Evidence from the (Running) Field (2015) (195)
Goodness-of-fit measures in binary choice models 1 (1995) (180)
Did 'Targets and Terror' Reduce Waiting Times in England for Hospital Care? (2008) (161)
The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice (2008) (154)
Instrumental Variable Estimators for Binary Outcomes (2012) (148)
The Causal Effects of Education on Health Outcomes in the UK Biobank (2017) (146)
Incentives and Targets in Hospital Care: Evidence from a Natural Experiment. (2010) (142)
The 'fat tax': economic incentives to reduce obesity (2004) (138)
Issues in the reporting and conduct of instrumental variable studies: a systematic review. (2013) (133)
Estimation of Panel Data Models with Binary Indicators When Treatment Effects are Not Constant Over Time (2004) (130)
Smoking cessation treatment and risk of depression, suicide, and self harm in the Clinical Practice Research Datalink: prospective cohort study (2013) (129)
Avoiding dynastic, assortative mating, and population stratification biases in Mendelian randomization through within-family analyses (2020) (128)
On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (2018) (118)
Finite Sample Inference for GMM Estimators in Linear Panel Data Models (2002) (109)
Genetic markers as instrumental variables (2011) (107)
The many weak instruments problem and Mendelian randomization (2014) (105)
Pharmaceutical promotion and GP prescription behaviour. (2006) (96)
Two-part multiple spell models for health care demand (2001) (95)
Economic instruments for obesity prevention: results of a scoping review and modified delphi survey (2011) (92)
Modelling supply and demand influences on the use of health care: implications for deriving a needs-based capitation formula. (2003) (92)
Criterion-Based Inference for GMM in Autoregressive Panel Data Models (2001) (87)
RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (2005) (87)
Unit Roots: Identification and Testing in Micro Panels (2005) (77)
GMM for Panel Count Data Models (2006) (77)
Moment conditions for fixed effects count data models with endogenous regressors (2000) (76)
GMM with Many Weak Moment Conditions (2005) (73)
Validation of suicide and self-harm records in the Clinical Practice Research Datalink (2012) (72)
The cost of relapse in patients with schizophrenia in the European SOHO (Schizophrenia Outpatient Health Outcomes) study (2009) (70)
Implications of comorbidity for primary care costs in the UK: a retrospective observational study. (2013) (67)
More reliable inference for the dissimilarity index of segregation (2015) (64)
Expend, a Gauss Programme for Non-Linear GMM Estimation of Exponential Models with Endogenous Regressors for Cross Section and Panel Data (2002) (61)
Physicians' prescribing preferences were a potential instrument for patients' actual prescriptions of antidepressants☆ (2013) (54)
Keep it simple? Predicting primary health care costs with clinical morbidity measures (2014) (53)
Testing Competing Models for Non-negative Data with Many Zeros (2014) (53)
Identification of causal effects on binary outcomes using structural mean models (2010) (53)
The effect of fat mass on educational attainment: Examining the sensitivity to different identification strategies (2012) (52)
Methodological aspects in the assessment of treatment effects in observational health outcomes studies (2006) (50)
Is infant weight associated with childhood blood pressure? Analysis of the Promotion of Breastfeeding Intervention Trial (PROBIT) cohort. (2011) (50)
Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests (2002) (50)
Child height, health and human capital: Evidence using genetic markers (2013) (46)
Mendelian randomization: the use of genes in instrumental variable analyses. (2011) (42)
COX-2 Selective Nonsteroidal Anti-inflammatory Drugs and Risk of Gastrointestinal Tract Complications and Myocardial Infarction: An Instrumental Variable Analysis (2013) (39)
The effectiveness of varenicline versus nicotine replacement therapy on long-term smoking cessation in primary care: a prospective cohort study of electronic medical records (2016) (39)
Wages and the Demand for Health - a Life Cycle Analysis (2000) (38)
Identifying demand for health resources using waiting times information. (2000) (36)
Robust inference for the Two-Sample 2SLS estimator☆ (2016) (36)
Prescribing Prevalence, Effectiveness, and Mental Health Safety of Smoking Cessation Medicines in Patients With Mental Disorders (2019) (35)
How to compare instrumental variable and conventional regression analyses using negative controls and bias plots (2016) (31)
Cost-Utility Analysis of Treatment with Olanzapine Compared with Other Antipsychotic Treatments in Patients with Schizophrenia in the Pan-European SOHO Study (2012) (31)
Waiting Lists, Waiting Times and Admissions: An Empirical Analysis at Hospital and General Practice Level (2004) (31)
Genetic Markers as Instrumental Variables:An Application to Child Fat Mass and Academic Achievement (2010) (28)
GMM for Panel Data Count Models (2008) (27)
Is Mendelian randomization ‘lost in translation?’: Comments on ‘Mendelian randomization equals instrumental variable analysis with genetic instruments’ by Wehby et al. (2008) (26)
Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments (2011) (26)
Efficiency comparisons for a system GMM estimator in dynamic panel data models (1998) (26)
More reliable inference for segregation indices (2009) (25)
Estimation of count data models with endogenous regressors; an application to demand for health care (1996) (24)
The confidence interval method for selecting valid instrumental variables (2019) (24)
Projection Estimators for Autoregressive Panel Data Models (2001) (23)
Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance (1997) (21)
Cluster effects and simultaneity in multilevel models. (1997) (19)
The Cost of Relapse for Patients with a Manic/Mixed Episode of Bipolar Disorder in the EMBLEM Study (2012) (19)
Methodological approach for assessing the cost-effectiveness of treatments using longitudinal observational data: The SOHO study (2006) (17)
The role of common genetic variation in educational attainment and income: evidence from the National Child Development Study (2015) (17)
The asymptotic distribution of the sum of weighted squared residuals in binary choice models (1990) (17)
How to sell a condom? The impact of demand creation tools on male and female condom sales in resource limited settings. (2016) (16)
The Causal Effects of Education on Health, Mortality, Cognition, Well-being, and Income in the UK Biobank (2016) (16)
A comparison of bias approximations for the two-stage least squares (2SLS) estimator (2011) (15)
The effect of education on adult mortality, health, and income: triangulating across genetic and policy reforms (2018) (14)
Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models (2018) (14)
Goodness of fit in linear and qualitative-choice models (1992) (13)
Cluster effects and simultaneity in multilevel models (1997) (13)
R2 in Seemingly Unrelated Regression Equations (1991) (12)
Use of genotype frequencies in medicated groups to investigate prescribing practice: APOE and statins as a proof of principle. (2011) (11)
How important is income in determining children's outcomes? A methodology review of econometric approaches (2005) (11)
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 (2015) (11)
On the Stock–Yogo Tables (2018) (11)
Power calculator for instrumental variable analysis in pharmacoepidemiology (2016) (11)
Keep it Simple? Predicting Primary Health Care Costs with Measures of Morbidity and Multimorbidity (2011) (11)
Parental Income and Children's Smoking Behaviour: Evidence from the British Household Panel Survey (2005) (11)
Varenicline versus nicotine replacement therapy for long-term smoking cessation: an observational study using the Clinical Practice Research Datalink. (2020) (10)
Two-stage least squares as minimum distance (2019) (10)
Is it different for zeros? Discriminating between models for non-negative data with many zeros (2010) (10)
Parental background and child outcomes:how much does money matter, and what else matters? (2005) (10)
The effects of prescribing varenicline on two‐year health outcomes: an observational cohort study using electronic medical records (2018) (9)
The effect of social information on charitable donations: Evidence from the (running) field (2012) (9)
Technology diffusion and health care productivity: angioplasty in the UK (2010) (9)
Did targets and terror reduce waiting times for hospital care in England (2008) (8)
Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (2021) (7)
The Effect of Child Weight on Academic Performance: Evidence using Genetic Markers (2009) (6)
Corrigendum to: An examination of multivariable Mendelian randomization in the single-sample and two-sample summary data settings (2020) (5)
Selecting ( In ) Valid Instruments for Instrumental Variables Estimation (2016) (5)
Econometric Analysis of Count Data. 2nd edn, R. Winkelmann, Springer‐Verlag, 1997. No. of pages: 193. Price: £55.50, $85.90, DM 128. ISBN 3‐540‐62201‐2 (2000) (5)
A robust mean and variance test with application to high-dimensional phenotypes (2020) (5)
Dynamics and correlated responses in longitudinal data models (1995) (4)
On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference (2022) (4)
Moment Conditions for AR(1) Panel Data Models with Missing Outcomes (2015) (4)
The impact of capping on local service provision (1998) (4)
A goodness-of-fit test in the multinomial legit model based on weighted squared residuals (1994) (4)
Telling Tales from the Tails: High-Dimensional Tail Interdependence (2018) (3)
Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models (2000) (3)
Binary outcomes, OLS, 2SLS and IV probit (2022) (3)
Deviance Based R-Squared Mesures of Goodness of Fit for Generalized Linear Models (1993) (3)
The Causal Effects of Education in the UK Biobank (2017) (3)
The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models (1993) (3)
Goodness-of-it measures in binary choice models. Comments (1995) (2)
UNDERID: Stata module producing postestimation tests of under- and over-identification after linear IV estimation (2020) (2)
Testing non-nested models for non-negative data with many zeros (2014) (1)
Generalized method of moments fitting of structural mean models (2011) (1)
On the instrumental variable estimation with many weak and invalid instruments (2022) (1)
5029 Foreign Aid and Domestic Absorption (2014) (1)
Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals (2022) (1)
Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator (2022) (1)
A Comparison of Bias Approximations for The 2SLS Estimator (2010) (1)
Microeconometrics: Editors’ introduction (2002) (1)
The Causal Effects of Education on Adult Health, Mortality and Income: Evidence from Mendelian Randomization and the Raising of the School Leaving Age (2019) (1)
A GAUSS PROGRAMME FOR NON-LINEAR GMM ESTIMATION OF EXP ONENTIAL MODELS WITH END OGENOUS REGRESSORS FOR CROSS SECTION AND PANEL D ATA Frank Windmeijer (2002) (1)
Cigarette taxes and smoking behaviour in the UK (2001) (1)
Weak Instruments, First-Stage Heteroskedasticity and the Robust F-test (2019) (1)
Goodness of fit in the linear model without a constant term (1994) (1)
PMH29 DRUG UTILIZATION PATTERNS AND COSTS AND TOTAL COSTS OF SCHIZOPHRENIA TREATMENT IN AN INSURED POPULATION (2010) (0)
Effects of varenicline on adverse outcomes: an observational cohort study using electronic medical records (2016) (0)
Count Data Models (2020) (0)
ADVANCES ECOOMETRICS, VOL 15, 2000 (2000) (0)
P95 The effectiveness of varenicline versus nicotine replacement therapy for long term smoking cessation in primary care (2016) (0)
Time Series Issues in the Estimation of the Rational Addiction using Micro Data (2006) (0)
PMH35 THE COST OF RELAPSE IN PATIENTS WITH SCHIZOPHRENIA IN THE PAN-EUROPEAN SOHO (SCHIZOPHRENIA OUTPATIENT HEALTH OUTCOMES) STUDY (2006) (0)
PMH24 36-MONTH COST-UTILITY ANALYSIS OF ANTIPSYCHOTIC TREATMENTS IN PATIENTS WITH SCHIZOPHRENIA IN THE PAN-EUROPEAN SOHO (SCHIZOPHRENIA OUTPATIENT HEALTH OUTCOMES) STUDY (2005) (0)
HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros (2015) (0)
Is accelerated postnatal growth associated with blood pressure in childhood? (2009) (0)
008 Causal effects of COX-2 selective inhibitors relative to non-selective non-steroidal anti-inflammatory drugs on gastrointestinal bleeding and acute myocardial infarction: an instrumental variable analysis (2010) (0)
Pharmaceutical Promotion and Gp Prescription Behaviour (2004) (0)
Authors’ reply to Davies (2013) (0)
Genetic Information: Potential Uses for Economics and Social Science Research (2011) (0)
1 Income in the UK Biobank 2 3 Short Title : The Effects of Education in UK Biobank 4 5 (2016) (0)
THE CENTRE FOR MARKET AND PUBLIC ORGANISATION Centre for Market and Public Organisation (2009) (0)
On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments (2020) (0)
The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exogeneity or Exclusion Restriction (2022) (0)
A simple underidenti(cid:133)cation test for linear IV models, with an application to dynamic panel data models (cid:3) (2017) (0)
Using Stock Market Evidence to Inform the Definition of Product Markets in Competition Law (2010) (0)
The Relationship Between Health Policies, Medical Technology Trends and Outcomes (2003) (0)
OP84 Smoking cessation treatment and long-term risk of cardiovascular and respiratory disease, and mortality in the Clinical Practice Research Datalink (2016) (0)
The causal effects of education on health outcomes in the UK Biobank (2018) (0)
We Gratefully Acknowledge Financial Support from the Esrc (res-000-22-2182) and Else. We Thank (2010) (0)
Targets and Waiting Times: Exploiting a Quasi-Experiment to Evaluate the Use of Targets in the Provision of Health Care in the UK (2007) (0)

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