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Andrew Chesher

Andrew Chesher
Research Fellow
Education

BSocSc Mathematics, Economics & Statistics, University of Birmingham, 1970

Biography

Andrew is the Director of the ESRC Centre for Microdata Methods and Practice (Cemmap) and William Stanley Jevons Professor of Economics and Economic Measurement at University College London. He is a Fellow of the British Academy, Fellow of the Econometric Society and Honorary Foreign Member of the American Economic Association. His research interests cover many aspects of microeconometric theory and practice with currently an emphasis on identification analysis and instrumental variable models and methods.

 

Selected publications

  

All available outputs

Characterizations of identified sets delivered by structural econometric models, August 2016, (with Adam Rosen), Working Paper, CWP44/16, The IFS
Previous version:
Andrew Chesher and Adam Rosen October 2015, Characterizations of identified sets delivered by structural econometric models, cemmap Working Paper , CWP63/15
Characterizations of identified sets delivered by structural econometric models, October 2015, (with Adam Rosen), Working Paper, CWP63/15, Institute for Fiscal Studies
New version:
Andrew Chesher and Adam Rosen August 2016, Characterizations of identified sets delivered by structural econometric models, cemmap Working Paper , CWP44/16
Previous version:
Andrew Chesher and Adam Rosen January 2014, Generalized instrumental variable models, cemmap Working Paper , CWP04/14
Identification of the distribution of valuations in an incomplete model of English auctions, June 2015, (with Adam Rosen), Working Paper, CWP30/15, Institute for Fiscal Studies
Counterfactual worlds, June 2015, (with Adam Rosen), Working Paper, CWP22/15, Institute for Fiscal Studies
An instrumental variable random-coefficients model for binary outcomes, April 2015, (with Adam Rosen), Econometrics Journal, Vol. 17, No. 2, pp. S1-S19, Wiley, Journal Articles
Previous version:
Andrew Chesher and Adam Rosen October 2012, An instrumental variable random coefficients model for binary outcomes, cemmap Working Paper , CWP34/12
Treatment effect estimation with covariate measurement error, February 2014, (with Erich Battistin ), Journal of Econometrics, Elsevier, Journal Articles
Previous version:
Erich Battistin and Andrew Chesher September 2009, Treatment effect estimation with covariate measurement error, cemmap Working Paper , CWP25/09
Generalized instrumental variable models, January 2014, (with Adam Rosen), Working Paper, CWP04/14, Institute for Fiscal Studies
New version:
Andrew Chesher and Adam Rosen October 2015, Characterizations of identified sets delivered by structural econometric models, cemmap Working Paper , CWP63/15
Previous version:
Andrew Chesher and Adam Rosen August 2013, Generalized instrumental variable models, cemmap Working Paper , CWP43/13
Generalized instrumental variable models, August 2013, (with Adam Rosen), Presentations
Generalized instrumental variable models, August 2013, (with Adam Rosen), Presentations
Generalized instrumental variable models, August 2013, (with Adam Rosen), Working Paper, CWP43/13, Institute for Fiscal Studies
New version:
Andrew Chesher and Adam Rosen January 2014, Generalized instrumental variable models, cemmap Working Paper , CWP04/14
An instrumental variable model of multiple discrete choice, July 2013, (with Adam Rosen , Konrad Smolinski), Quantitative Economics, Wiley Online Library, Journal Articles
Previous version:
Andrew Chesher, Adam Rosen and Konrad Smolinski December 2011, An instrumental variable model of multiple discrete choice, cemmap Working Paper , CWP39/11
What do instrumental variable models deliver with discrete dependent variables?, May 2013, (with Adam Rosen), American Economic Review, American Economic Association, Journal Articles
Previous version:
Andrew Chesher and Adam Rosen March 2013, What do instrumental variable models deliver with discrete dependent variables?, cemmap Working Paper , CWP10/13
What do instrumental variable models deliver with discrete dependent variables?, March 2013, (with Adam Rosen), Working Paper, CWP10/13, cemmap
Now published:
An instrumental variable random coefficients model for binary outcomes, October 2012, (with Adam Rosen), Working Paper, CWP34/12, CemmapLondon
Now published:
Andrew Chesher and Adam Rosen April 2015, An instrumental variable random-coefficients model for binary outcomes, Journal Articles Econometrics Journal
Simultaneous equations for discrete outcomes: coherence, completeness, and identification, August 2012, (with Adam Rosen), Working Paper, CWP21/12, Institute for Fiscal Studies
IV models of ordered choice, January 2012, (with Konrad Smolinski), Journal of Econometrics, Vol. 166, No. 1, pp. 33-48, Elsevier, Journal Articles
Previous version:
Andrew Chesher and Konrad Smolinski December 2009, IV models of ordered choice, cemmap Working Paper , CWP37/09
An instrumental variable model of multiple discrete choice, December 2011, (with Adam Rosen , Konrad Smolinski), Working Paper, CWP39/11
Now published:
Andrew Chesher, Adam Rosen and Konrad Smolinski July 2013, An instrumental variable model of multiple discrete choice, Journal Articles Quantitative Economics
Previous version:
Andrew Chesher, Adam Rosen and Konrad Smolinski February 2011, An instrumental variable model of multiple discrete choice, cemmap Working Paper , CWP06/11
Review of the literature on statistical properties of linked datasets, October 2011, (with Lars Nesheim), Presentations
An instrumental variable model of multiple discrete choice, February 2011, (with Adam Rosen , Konrad Smolinski), Working Paper, CWP06/11, The IFS
New version:
Andrew Chesher, Adam Rosen and Konrad Smolinski December 2011, An instrumental variable model of multiple discrete choice, cemmap Working Paper , CWP39/11
Sharp identified sets for discrete variable IV models, May 2010, (with Konrad Smolinski), Working Paper, CWP11/10
Appendix:
Instrumental variable models for discrete outcomes, March 2010, Econometrica, Vol. 78, No. 2, pp. 575-601, Journal Articles
Previous version:
Andrew Chesher November 2008, Instrumental variable models for discrete outcomes, cemmap Working Paper , CWP30/08
IV models of ordered choice, December 2009, (with Konrad Smolinski), Working Paper, CWP37/09
Now published:
Andrew Chesher and Konrad Smolinski January 2012, IV models of ordered choice, Journal Articles Journal of Econometrics
Ambiguity and discrete outcomes, December 2009, Conference Papers
Structural Econometrics with Discrete data, November 2009, Conference Papers
Excess heterogeneity, endogeneity and index restrictions, September 2009, Journal of Econometrics, Elsevier, Journal Articles
Previous version:
Andrew Chesher December 2005, Identification with excess heterogeneity, cemmap Working Paper , CWP19/05
Treatment effect estimation with covariate measurement error, September 2009, (with Erich Battistin ), Working Paper, CWP25/09
Now published:
Erich Battistin and Andrew Chesher February 2014, Treatment effect estimation with covariate measurement error, Journal Articles Journal of Econometrics
Excess heterogeneity, endogeneity and index restrictions, September 2009, Econometrics Journal, Vol. 152, No.1, pp. 37-45, Journal Articles
Single equation endogenous binary reponse models, August 2009, Working Paper, CWP23/09
Evidence in Economics, June 2009, Presentations
Endogeneity in models of binary respones, March 2009, Conference Papers
Single equation endogenous binary response models, January 2009, Conference Papers
Instrumental variable models for discrete outcomes, November 2008, Working Paper, CWP30/08
Now published:
Andrew Chesher March 2010, Instrumental variable models for discrete outcomes, Journal Articles Econometrica
Previous version:
Andrew Chesher March 2007, Endogeneity and discrete outcomes, cemmap Working Paper , CWP05/07
Instrumental Values, July 2007, Journal of Econometrics, Vol. 139, No. 1, pp.15-34, Journal Articles
Previous version:
Andrew Chesher August 2002, Instrumental Values, cemmap Working Paper , CWP17/02
Endogeneity and discrete outcomes, March 2007, Working Paper, CWP05/07
New version:
Andrew Chesher November 2008, Instrumental variable models for discrete outcomes, cemmap Working Paper , CWP30/08
Identification with excess heterogeneity, December 2005, Working Paper, CWP19/05
Now published:
Nonparametric identification under discrete variation, September 2005, Econometrica, Vol. 73, No. 5, p. 1525-1550, Econometric Society, Journal Articles
Previous version:
Andrew Chesher December 2003, Nonparametric identification under discrete variation, cemmap Working Paper , CWP19/03
Nonparametric identification under discrete variation, December 2003, Working Paper, CWP19/03
Now published:
Andrew Chesher September 2005, Nonparametric identification under discrete variation, Journal Articles Econometrica , 36 pp.
Previous version:
Andrew Chesher December 2003, Nonparametric identification with discrete endogenous variables, cemmap Working Paper , CWP06/03
Nonparametric identification with discrete endogenous variables, December 2003, Working Paper, CWP06/03, IFS
New version:
Andrew Chesher December 2003, Nonparametric identification under discrete variation, cemmap Working Paper , CWP19/03
Identification in nonseparable models, September 2003, Econometrica, Vol. 71, No. 5, pp. 1405-1441, Econometric Society, Journal Articles
Previous version:
Andrew Chesher March 2002, Local identification in nonseparable models, cemmap Working Paper , CWP05/02
Local identification in nonseparable models, September 2003, Econometrica, Vol. 71, No. 5, pp. 1405-1441, Journal Articles
Semiparametric identification in duration models, November 2002, Working Paper, CWP20/02
Welfare measurement and measurement error, November 2002, (with Christian Schluter), Review of Economic Studies, Vol. 69, No. 2, pp. 357-78, Blackwell Publishing, Journal Articles
Previous version:
Andrew Chesher and Christian Schluter April 2001, Welfare measurement and measurement error, cemmap Working Paper , CWP03/01
Welfare measurement and measurement error, November 2002, (with Christian Schluter), Review of Economic Studies, Vol. 69, No. 2, pp. 357-78, Journal Articles
Instrumental Values, August 2002, Working Paper, CWP17/02
Now published:
Andrew Chesher July 2007, Instrumental Values, Journal Articles Journal of Econometrics , 26 pp.
Duration response measurement error, June 2002, (with Montezuma Dumangane , Richard Smith), Journal of Econometrics, Vol. 111, No. 2, pp. 169-194, Elsevier, Journal Articles
Local identification in nonseparable models, March 2002, Working Paper, CWP05/02
Now published:
Andrew Chesher September 2003, Identification in nonseparable models, Journal Articles Econometrica , 33 pp.
Transitions from home to marriage of young Americans, January 2002, (with Arnstein Aassve Simon Burgess , Carol Propper), Journal of Applied Econometrics, Vol. 17, No. 1, pp. 1-23, John Wiley, Journal Articles
Taste variation in discrete choice models, January 2002, (with Joao Santos Silva Santos Silva), Review of Economic Studies, Vol. 69, No. 1, pp. 147-68, Blackwell Publishing, Journal Articles
Quantile driven identification of structural derivatives, December 2001, Working Paper, CWP08/01, IFS
Exogenous impact and conditional quantile functions, August 2001, Working Paper, CWP01/01
Welfare measurement and measurement error, April 2001, (with Christian Schluter), Working Paper, CWP03/01
Now published:
Andrew Chesher and Christian Schluter November 2002, Welfare measurement and measurement error, Journal Articles Review of Economic Studies , 30 pp.
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
Non-normal variation and regression to the mean, May 1997, (with Richard Smith), Econometrica, Vol. 65, No. 3, pp. 627-646, Journal Articles
Likelihood ratio specification tests, May 1997, (with Richard 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, (with Thomas van Dam , David Peshkin), Transportation Research Record, Vol. 1592, Transportation Research Board, Journal Articles
Bartlett corrections to likelihood ratio statistics, June 1995, (with Richard 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, (with Simon Peters), Econometric Theory*, Vol. 10, No. 1, pp. 116-29, Journal Articles

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