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GMM for panel count data models
Windmeijer, Frank (contributor) - 2006
Persistent link: https://www.econbiz.de/10003387914
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Testing over- and underidentification in linear models, with applications to dynamic panel data and asset-pricing models
Windmeijer, Frank - 2018
Persistent link: https://www.econbiz.de/10011943476
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Two-stage least squares as minimum distance
Windmeijer, Frank - 2017
Persistent link: https://www.econbiz.de/10011752538
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Weak instruments, first-stage heteroskedasticity and the robust F-test
Windmeijer, Frank - 2019
Persistent link: https://www.econbiz.de/10011979323
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003433485
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Moment conditions for AR(1) panel data models with missing outcomes
Pacini, David; Windmeijer, Frank - 2015
Persistent link: https://www.econbiz.de/10010531102
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On the use of the lasso for instrumental variables estimation with some invalid instruments
Windmeijer, Frank; Farbmacher, Helmut; Davies, Neil; … - 2016
Persistent link: https://www.econbiz.de/10011488328
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Robust inference for the two-sample 2SLS estimator
Pacini, David; Windmeijer, Frank - 2016
Persistent link: https://www.econbiz.de/10011488342
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On the stock-yogo tables
Skeels, Christopher L.; Windmeijer, Frank - 2016
Persistent link: https://www.econbiz.de/10011560625
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A weak instrument F-test in linear IV models with multiple endogenous variables
Sanderson, Eleanor; Windmeijer, Frank - 2014
Persistent link: https://www.econbiz.de/10010394413