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A note on R 2 in the instrumental variables model
Windmeijer, Frank - In: Journal of quantitative economics : journal of the … 11 (1995) 1, pp. 257-261
Persistent link: https://www.econbiz.de/10009927219
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Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
Bun, Maurice - In: Econometric reviews 22 (2003) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10006890694
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RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
Bond, Stephen; Windmeijer, Frank - In: Econometric reviews 24 (2005) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10006877238
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A finite sample correction for the variance of linear efficient two-step GMM estimators
Windmeijer, Frank - In: Journal of econometrics 126 (2005) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10006749130
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Estimation of panel data models with binary indicators when treatment effects are not constant over time
Laporte, Audrey; Windmeijer, Frank - In: Economics letters 88 (2005) 3, pp. 389-396
Persistent link: https://www.econbiz.de/10006751372
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Two-part multiple spell models for health care demand
Santos Silva, Jo~ao M.C.; Windmeijer, Frank - In: Journal of econometrics 104 (2001) 1, pp. 67-90
Persistent link: https://www.econbiz.de/10006774041
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Special Issue - "Panel Data Econometrics" - Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
Meghir, Costas; Windmeijer, Frank - In: Annales d'économie et de statistique (1999) 55-56, pp. 317-330
Persistent link: https://www.econbiz.de/10007922844
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Special Issue - "Panel Data Econometrics" - Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
Meghir, Costas; Windmeijer, Frank - In: Annales d'économie et de statistique (1999) 55-56, pp. 317-330
Persistent link: https://www.econbiz.de/10007922864
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Generalized Method of Moments With Many Weak Moment Conditions
Newey, Whitneyk; Windmeijer, Frank - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 687-720
Persistent link: https://www.econbiz.de/10008255501
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Instrumental Variable Estimators for Binary Outcomes
Clarke, Paul S.; Windmeijer, Frank - In: Journal of the American Statistical Association : JASA 107 (2012) 500, pp. 1638-1652
Persistent link: https://www.econbiz.de/10010059207