Search Results - person:"Windmeijer, Frank"

Binary outcomes, OLS, 2SLS and IV probit

Li, Chuhui; Poskitt, Donald Stephen; Windmeijer, Frank; … - In: Econometric reviews 41 (2022) 8, pp. 859-876

Persistent link: https://www.econbiz.de/10013364912

Testing underidentification in linear models, with applications to dynamic panel and asset pricing models

Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015075096

Wages and the Demand for Health - a Life Cycle Analysis

Dustmann, Christian; Windmeijer, Frank - 2021

This paper presents a life cycle model for the demand for health, and derives empirical specifications that distinguish between permanent and transitory wage responses. Using panel data, we estimate dynamic health and health input demand equations. We find evidence of negative transitory wage...

Persistent link: https://www.econbiz.de/10013321278

On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Van de Sijpe, Nicolas; Windmeijer, Frank - In: Journal of econometrics 235 (2023) 1, pp. 82-104

Persistent link: https://www.econbiz.de/10014434384

On the power curves of the conditional likelihoodratio and related tests for instrumental variables regression with weak instruments

Van de Sijpe, Nicolas; Windmeijer, Frank - 2020

Persistent link: https://www.econbiz.de/10012492614

The causal effects of education on adult health, mortality and income : evidence from Mendelian randomization and the raising of the school leaving age

Davies, Neil M.; Dickson, Matt; Smith, George Davey; … - 2019

We compare estimates of the effects of education on health and health behaviour using two different instrumental variables in the UK Biobank data. One is based on a conventional natural experiment while the other, known as Mendelian randomization (MR), is based on genetic variants. The natural...

Persistent link: https://www.econbiz.de/10011988454