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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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Projection Estimators for Autoregressive Panel Data Models
Bond, Stephen R.; Windmeijer, Frank - 2003
which coincide with known generalised method of moments (GMM estimators for models where stationarity is not imposed on the …
Persistent link: https://www.econbiz.de/10014123931
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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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Robust inference for the Two-Sample 2SLS estimator
Pacini, David; Windmeijer, Frank - In: Economics letters 146 (2016), pp. 50-54
Persistent link: https://www.econbiz.de/10011619048
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Instrumental variable estimators for binary outcomes
Clarke, Paul; Windmeijer, Frank - 2009
Persistent link: https://www.econbiz.de/10003801820
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - In: The econometrics journal 13 (2010) 1, pp. 95-126
Persistent link: https://www.econbiz.de/10003975654
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Instrumental variable estimators for binary outcomes
Clark, Paul; Windmeijer, Frank - 2010
Persistent link: https://www.econbiz.de/10003994289
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - 2009
Persistent link: https://www.econbiz.de/10003913186
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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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GMM for panel count data models
Windmeijer, Frank (contributor) - 2006
Persistent link: https://www.econbiz.de/10003385789