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

Excess heterogeneity, endogeneity and index restrictions
Andrew Chesher
1 September 2009 | Journal Article
Instrumental Values

This paper studies the identification of partial differences of nonseparable structural functions. The paper considers triangular […]

Andrew Chesher
1 July 2007 | Journal Article

Previous version

Instrumental Values
Andrew Chesher
10 August 2002 | CWP17/02
Local identification in nonseparable models

Conditions are derived under which there is local nonparametric identification of values of structural functions and […]

Andrew Chesher
1 September 2003 | Journal Article
Welfare measurement and measurement error

The approximate effects of measurement error on a variety of measures of inequality and poverty are […]

Andrew Chesher, Christian Schluter
1 November 2002 | Journal Article
Duration response measurement error

The impact of response measurement error in duration data is investigated using small parameter asymptotic approximations […]

Andrew Chesher, Montezuma Dumangane, Richard Smith
1 June 2002 | Journal Article
Diet revealed? Semiparmetric estimation of nutrient intake – age relationships (with discussion)

Smoothed estimates of the complex relationships between age and intakes of energy, fat, calcium and vitamin […]

Andrew Chesher
1 August 1997 | Journal Article
Non-normal variation and regression to the mean

Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied […]

Andrew Chesher, Richard Smith
5 May 1997 | Journal Article
Likelihood ratio specification tests

Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied […]

Andrew Chesher, Richard Smith
1 May 1997 | Journal Article
Evaluation of LTTP data using HDM-III probabalistic failure time models for crack initiation in bituminous pavements
Andrew Chesher, Thomas van Dam, David Peshkin
1 January 1997 | Journal Article
Bartlett corrections to likelihood ratio statistics

This note resolves two conflicting published corrections to Hayakawa’s (1977) expansion of the likelihood ratio statistic, […]

Andrew Chesher, Richard Smith
1 June 1995 | Journal Article