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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. 25-51
Persistent link: https://www.econbiz.de/10002538627
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Individual effects and dynamics in count data models
Blundell, Richard W.; Griffith, Rachel; Windmeijer, Frank - In: Journal of econometrics 108 (2002) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10001656604
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An R-squared measure of goodness of fit for some common nonlinear regression models
Cameron, Adrian Colin - In: Journal of econometrics 77 (1997) 2, pp. 329-342
Persistent link: https://www.econbiz.de/10001212839
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Two-part multiple spell models for health care demand
Silva, João Santos; Windmeijer, Frank - In: Journal of econometrics 104 (2001) 1, pp. 67-89
Persistent link: https://www.econbiz.de/10001589523
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A weak instrument F-test in linear IV models with multiple endogenous variables
Sanderson, Eleanor; Windmeijer, Frank - In: Journal of econometrics 190 (2016) 2, pp. 212-221
Persistent link: https://www.econbiz.de/10011592173
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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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Individual effects and dynamics in count data models
Blundell, Richard; Griffith, Rachel; Windmeijer, Frank - In: Journal of econometrics 108 (2002) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10006769403
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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
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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