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

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 […]

Andrew Chesher, Adam Rosen
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 […]

Andrew Chesher, Adam Rosen
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

Characterizations of identified sets delivered by structural econometric models

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

Andrew Chesher, Adam Rosen
5 October 2015 | CWP63/15

Latest version

Previous version

Generalized instrumental variable models
Andrew Chesher, Adam Rosen
23 January 2014 | CWP04/14
Identification of the distribution of valuations in an incomplete model of English auctions

An incomplete model of English auctions with symmetric independent private values, similar to the one studied […]

Andrew Chesher, Adam Rosen
29 June 2015 | CWP30/15
Counterfactual worlds

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

Andrew Chesher, Adam Rosen
8 June 2015 | CWP22/15
An instrumental variable random-coefficients model for binary outcomes

In this paper, we study a random-coefficients model for a binary outcome. We allow for the […]

Andrew Chesher, Adam Rosen
22 April 2015 | Journal Article

Previous version

An instrumental variable random coefficients model for binary outcomes
Andrew Chesher, Adam Rosen
23 October 2012 | CWP34/12
Treatment effect estimation with covariate measurement error

This paper investigates the effect that covariate measurement error has on a treatment effect analysis built […]

Erich Battistin, Andrew Chesher
28 February 2014 | Journal Article

Previous version

Treatment effect estimation with covariate measurement error
Erich Battistin, Andrew Chesher
8 September 2009 | CWP25/09