Research Staff

Andrew Chesher

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

Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure

This paper demonstrates the use of bounds analysis for empirical models of market structure that allow […]

Adam Rosen, Andrew Chesher
1 June 2020 | CWP25/20

Previous version

Structural modeling of simultaneous discrete choice
Adam Rosen, Andrew Chesher
20 February 2020 | CWP9/20
Structural modeling of simultaneous discrete choice

Models of simultaneous discrete choice may be incomplete, delivering multiple values of outcomes at certain values […]

Adam Rosen, Andrew Chesher
20 February 2020 | CWP9/20

Latest version

Estimating Endogenous Effects on Ordinal Outcomes

Recent research underscores the sensitivity of conclusions drawn from the application of econometric methods devised for […]

Zahra Siddique, Adam Rosen, Andrew Chesher
29 November 2019 | CWP66/19
Generalized Instrumental Variable Models, Methods, and Applications

This chapter sets out the extension of the scope of the classical IV model to cases […]

Adam Rosen, Andrew Chesher
16 August 2019 | CWP41/19

Previous version

Generalized instrumental variable models, methods, and applications
Adam Rosen, Andrew Chesher
11 July 2018 | CWP43/18
Generalized instrumental variable models, methods, and applications

This chapter sets out the extension of the scope of the classical IV model to cases […]

Adam Rosen, Andrew Chesher
11 July 2018 | CWP43/18

Latest version

Generalized Instrumental Variable Models, Methods, and Applications
Adam Rosen, Andrew Chesher
16 August 2019 | CWP41/19
Understanding the Effect of Measurement Error on Quantile Regressions

The impact of measurement error in explanatory variables on quantile regression functions is investigated using a […]

Andrew Chesher
1 October 2017 | Journal Article
Incomplete English auction models with heterogeneity

This paper studies identification and estimation of the distribution of bidder valuations in an incomplete model […]

Adam Rosen, Andrew Chesher
31 May 2017 | CWP27/17
Understanding the effect of measurement error on quantile regressions

The impact of measurement error in explanatory variables on quantile regression functions is investigated using a […]

Andrew Chesher
10 May 2017 | CWP19/17

Previous version

Generalized Instrumental Variable Models

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete […]

Adam Rosen, Andrew Chesher
1 May 2017 | Journal Article
Characterizations of identified sets delivered by structural econometric models

This paper develops characterizations of identifi…ed sets of structures and structural features for complete and incomplete […]

Andrew Chesher, Adam Rosen
26 August 2016 | CWP44/16

Previous version