Research Staff

Andrew Chesher

University College London

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

Robust analysis of short panels

Many structural econometric models include latent variables on whose probability distributions one may wish to place […]

Andrew Chesher, Adam Rosen, Yuanqi Zhang
8 January 2024 | CWP01/24

Previous version

Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions

Many structural econometric models include latent variables on whose probability distributions one may wish to place […]

Andrew Chesher, Adam Rosen, Yuanqi Zhang
11 October 2023 | CWP20/23
IV Methods for Tobit Models

This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable […]

Andrew Chesher, Dongwoo Kim, Adam Rosen
3 October 2022 | CWP16/22

Previous version

IV methods for Tobit models
Andrew Chesher, Dongwoo Kim, Adam Rosen
28 June 2021 | CWP26/21
IV methods for Tobit models

This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable […]

Andrew Chesher, Dongwoo Kim, Adam Rosen
28 June 2021 | CWP26/21
Counterfactual worlds

We study an extension of a treatment effect model in which an observed discrete classifier indicates […]

Andrew Chesher, Adam Rosen
1 February 2021 | CWP02/21

Previous version

Counterfactual worlds
Andrew Chesher, Adam Rosen
8 June 2015 | CWP22/15
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 […]

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

Previous version

Structural modeling of simultaneous discrete choice
Andrew Chesher, Adam Rosen
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 […]

Andrew Chesher, Adam Rosen
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 […]

Andrew Chesher, Adam Rosen, Zahra Siddique
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 […]

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

Previous version

Generalized instrumental variable models, methods, and applications
Andrew Chesher, Adam Rosen
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 […]

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

Latest version

Generalized Instrumental Variable Models, Methods, and Applications
Andrew Chesher, Adam Rosen
16 August 2019 | CWP41/19