centre for microdata methods and practice
ESRC centre
cemmap is an ESRC research centre
Andrew Chesher
Research Fellow
Biography
Andrew Chesher is the Director of the Centre for Microdata Methods and Practice.
He joined University College London as Professor of Economics in 1999. Before that he was Professor of Econometrics at the University of Bristol where he is currently Visiting Professor.
He is a Research Fellow of IFS, Fellow of the British Academy, Fellow of the Econometric Society and Co-Editor of the Econometric Society Monograph Series.
His research covers a variety of areas of theoretical econometrics and statistics, including currently: identification in nonseparable models, measurement error models, inequality and poverty measurement, second order asymptotic approximations, empirical likelihood and related procedures, exact sampling distributions in discrete and censored data problems and measurement of distributional impacts of policy interventions.
Applied econometric work currently includes: modelling nutritional choice, modelling household formation, modelling child nutrition and post-natal return to work and modelling the impact of unionisation on wages.
Policy related work currently includes development of models for landslide incidence and associated optimal highway landslide prevention strategies, measurement of the efficiency of fixed line and mobile telephone service providers, measurement of the value and cost of universal service obligations, and estimation of demands for foods in Great Britain.
Selected publications
All available publications
What do instrumental variable models deliver with discrete dependent variables?,
March 2013,
(with Adam Rosen),
cemmap Working Papers
, CWP10/13
An instrumental variable random coefficients model for binary outcomes,
October 2012,
(with Adam Rosen),
cemmap Working Papers
, CWP34/12
Simultaneous equations for discrete outcomes:coherence, completeness, and identification.,
August 2012,
(with Adam Rosen),
cemmap Working Papers
, CWP21/12
IV models of ordered choice,
January 2012,
(with Konrad Smolinski),
Journal of Econometrics,
Vol. 166, No. 1, pp. 33-48,
Elsevier,
Journal Articles
Previous versions:
Andrew Chesher and Konrad Smolinski, December 2009,
IV models of ordered choice,
cemmap Working Papers, CWP37/09
An instrumental variable model of multiple discrete choice,
December 2011,
(with Adam Rosen and Konrad Smolinski),
cemmap Working Papers
, CWP39/11
Review of the literature on statistical properties of linked datasets,
October 2011,
(with Lars Nesheim),
Presentations
Semiparametric structural models of binary response: shape restrictions and partial identification,
October 2011,
cemmap Working Papers
, CWP31/11
An instrumental variable model of multiple discrete choice,
February 2011,
(with Adam Rosen and Konrad Smolinski),
cemmap Working Papers
, CWP06/11
Sharp identified sets for discrete variable IV models,
May 2010,
(with Konrad Smolinski),
cemmap Working Papers
, CWP11/10
Instrumental variable models for discrete outcomes,
March 2010,
Econometrica,
Vol. 78, No. 2, pp. 575-601,
Journal Articles
Previous versions:
Andrew Chesher, November 2008,
Instrumental variable models for discrete outcomes,
cemmap Working Papers, CWP30/08
IV models of ordered choice,
December 2009,
(with Konrad Smolinski),
cemmap Working Papers
, CWP37/09
Treatment effect estimation with covariate measurement error,
September 2009,
(with Erich Battistin),
cemmap Working Papers
, CWP25/09
Excess heterogeneity, endogeneity and index restrictions,
September 2009,
Econometrics Journal,
Vol. 152, No.1, pp. 37-45,
Journal Articles
Identification of Structural Functions when Endogenous Variabls are Discrete",
January 2009,
Conference Papers
Instrumental Values,
July 2007,
Journal of Econometrics,
Vol. 139, No. 1, pp.15-34,
Journal Articles
Previous versions:
Andrew Chesher, August 2002,
Instrumental Values,
cemmap Working Papers, CWP17/02
Nonparametric identification under discrete variation,
September 2005,
Econometrica,
Vol. 73, No. 5, p. 1525-1550,
Econometric Society,
Journal Articles
Previous versions:
Andrew Chesher, December 2003,
Nonparametric identification under discrete variation,
cemmap Working Papers, CWP19/03
Identification in additive error models with discrete endogenous variables,
September 2004,
cemmap Working Papers
, CWP11/04
Identification of sensitivity to variation in endogenous variables,
July 2004,
cemmap Working Papers
, CWP10/04
Nonparametric identification under discrete variation,
December 2003,
cemmap Working Papers
, CWP19/03
Nonparametric identification with discrete endogenous variables,
December 2003,
cemmap Working Papers
, CWP06/03
Identification in nonseparable models,
September 2003,
Econometrica,
Vol. 71, No. 5, pp. 1405-1441,
Econometric Society,
Journal Articles
Previous versions:
Andrew Chesher, March 2002,
Local identification in nonseparable models,
cemmap Working Papers, CWP05/02
Local identification in nonseparable models,
September 2003,
Econometrica,
Vol. 71, No. 5, pp. 1405-1441,
Journal Articles
Welfare measurement and measurement error,
November 2002,
Review of Economic Studies,
Vol. 69, No. 2, pp. 357-78,
Blackwell Publishing,
Journal Articles
Previous versions:
Andrew Chesher and Christian Schluter, April 2001,
Welfare measurement and measurement error,
cemmap Working Papers, CWP03/01
Welfare measurement and measurement error,
November 2002,
Review of Economic Studies,
Vol. 69, No. 2, pp. 357-78,
Journal Articles
Duration response measurement error,
June 2002,
(with Richard J Smith),
Journal of Econometrics,
Vol. 111, No. 2, pp. 169-194,
Elsevier,
Journal Articles
Taste variation in discrete choice models,
January 2002,
Review of Economic Studies,
Vol. 69, No. 1, pp. 147-68,
Blackwell Publishing,
Journal Articles
Transitions from home to marriage of young Americans,
January 2002,
Journal of Applied Econometrics,
Vol. 17, No. 1, pp. 1-23,
John Wiley,
Journal Articles
Quantile driven identification of structural derivatives,
December 2001,
cemmap Working Papers
, CWP08/01
Parameter approximations for quantile regressions with measurement error,
July 2001,
cemmap Working Papers
, CWP02/01
On the use of enumeration for investigating the performance of hypothesis tests for economic models with a discrete response variable,
November 2000,
Computational Economics,
Vol. 15, No. 3, pp. 273-289,
Kluwer Academic,
Journal Articles
Age and gender variation in food energy and nutrient intakes, 1974-1998,
January 1999,
External publications
, The Stationery Office
Income and food expenditure 1987-1997,
January 1999,
(with Valérie Lechene),
External publications
, The Stationery Office
Individual demands from household aggregates: time and age variation in the quality of diet,
September 1998,
Journal of Applied Econometrics,
Vol. 13, pp. 505-524,
Journal Articles
Diet revealed? Semiparmetric estimation of nutrient intake - age relationships (with discussion),
August 1997,
Journal of the Royal Statistical Society: Series A,
Vol. 160, No. 3, pp. 389-428,
Blackwell Publishing,
Journal Articles
Non-normal variation and regression to the mean,
May 1997,
(with Richard J Smith),
Econometrica,
Vol. 65, No. 3, pp. 627-646,
Journal Articles
Likelihood ratio specification tests,
May 1997,
(with Richard J Smith),
Econometrica,
Vol. 565, No. 3, pp. 627-646,
Econometric Society,
Journal Articles
Evaluation of LTTP data using HDM-III probabalistic failure time models for crack initiation in bituminous pavements,
January 1997,
Transportation Research Record,
Vol. 1592,
Transportation Research Board,
Journal Articles
Bartlett corrections to likelihood ratio statistics,
June 1995,
(with Richard J Smith),
Biometrika,
Vol. 82, No. 2, pp. 433-436,
Oxford University Press,
Journal Articles
A mirror image invariance for M-estimators,
January 1995,
Econometrica,
Vol. 63, No. 1, pp. 207-211,
The Econometric Society,
Journal Articles
Symmetry, regression design and sampling distributions,
January 1994,
Econometric Theory,
Vol. 10, No. 1, pp. 116-29,
Journal Articles