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Professor Andrew Chesher
Andrew Chesher is the Director of the Centre for Microdata Methods and Practice. [More]
Email: andrew.chesher@ucl.ac.uk
Alternative web page: University College London
More information: Download CV

Andrew Chesher
View selected publications and working papers >
  

Journal Articles

Instrumental variable models for discrete outcomes, March 2010, Econometrica, Vol. 78, No. 2, pp. 575-601

[Previous version: November 2008, cemmap Working Papers CWP30/08].

Excess heterogeneity, endogeneity and index restrictions, September 2009, Econometrics Journal, Vol. 152, No.1, pp. 37-45.

Instrumental Values, July 2007, Journal of Econometrics, Vol. 139, No. 1, pp.15-34.

Instrumental values, January 2006, Journal of Econometrics, forthcoming

[Previous version: August 2002, cemmap Working Papers CWP17/02].

Nonparametric identification under discrete variation, September 2005, Econometrica, Vol. 73, No. 5, pp. 1525-1550.

Nonparametric identification under discrete variation, September 2005, Econometrica, Vol. 73, No. 5, p. 1525-1550

[Previous version: December 2003, cemmap Working Papers CWP19/03].

Local identification in nonseparable models, September 2003, Econometrica, Vol. 71, No. 5, pp. 1405-1441.

Identification in nonseparable models, September 2003, Econometrica, Vol. 71, No. 5, pp. 1405-1441

[Previous version: March 2002, cemmap Working Papers CWP05/02].

Welfare measurement and measurement error (with Christian Schluter), November 2002, Review of Economic Studies, Vol. 69, No. 2, pp. 357-78

[Previous version: April 2001, cemmap Working Papers CWP03/01].

Welfare measurement and measurement error (with Schluter, Christian), November 2002, Review of Economic Studies, Vol. 69, No. 2, pp. 357-78.

Duration response measurement error (with Montezuma Dumangane and Richard J Smith), June 2002, Journal of Econometrics, Vol. 111, No. 2, pp. 169-194.

Taste variation in discrete choice models (with Joao Santos Silva), January 2002, Review of Economic Studies, Vol. 69, No. 1, pp. 147-68.

Transitions from home to marriage of young Americans (with Arnstein Aassve, Simon Burgess and Carol Propper), January 2002, Journal of Applied Econometrics, Vol. 17, No. 1, pp. 1-23.

On the use of enumeration for investigating the performance of hypothesis tests for economic models with a discrete response variable (with Simon Peters), November 2000, Computational Economics, Vol. 15, No. 3, pp. 273-289.

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.

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.

Non-normal variation and regression to the mean (with Richard J Smith), May 1997, Econometrica, Vol. 65, No. 3, pp. 627-646.

Likelihood ratio specification tests (with Richard J Smith), May 1997, Econometrica, Vol. 565, No. 3, pp. 627-646.

Evaluation of LTTP data using HDM-III probabalistic failure time models for crack initiation in bituminous pavements (with Thomas van Dam and David Peshkin), January 1997, Transportation Research Record, Vol. 1592.

Bartlett corrections to likelihood ratio statistics (with Richard J Smith), June 1995, Biometrika, Vol. 82, No. 2, pp. 433-436.

A mirror image invariance for M-estimators, January 1995, Econometrica, Vol. 63, No. 1, pp. 207-211.

Symmetry, regression design and sampling distributions (with Simon Peters), January 1994, Econometric Theory, Vol. 10, No. 1, pp. 116-29.

cemmap Working Papers

Sharp identified sets for discrete variable IV models (with Konrad Smolinski), May 2010, CWP11/10.

IV models of ordered choice (with Konrad Smolinski), December 2009, CWP37/09.

Treatment effect estimation with covariate measurement error (with Erich Battistin), September 2009, CWP25/09.

Single equation endogenous binary reponse models, August 2009, CWP23/09.

Instrumental variable models for discrete outcomes, November 2008, CWP30/08 [now published in Econometrica, Vol. 78, No. 2, pp. 575-601].

Endogeneity and discrete outcomes, March 2007, CWP05/07
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