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

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

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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
Generalized instrumental variable models

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern […]

Andrew Chesher, Adam Rosen
23 January 2014 | CWP04/14

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Previous version

Generalized instrumental variable models
Andrew Chesher, Adam Rosen
29 August 2013 | CWP43/13
Generalized instrumental variable models

The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern […]

Andrew Chesher, Adam Rosen
29 August 2013 | CWP43/13

Latest version

Generalized instrumental variable models
Andrew Chesher, Adam Rosen
23 January 2014 | CWP04/14
What do instrumental variable models deliver with discrete dependent variables?

We study models with discrete endogenous variables and compare the use of two stage least squares […]

Andrew Chesher, Adam Rosen
18 March 2013 | CWP10/13

Latest version

What do instrumental variable models deliver with discrete dependent variables?
Andrew Chesher, Adam Rosen
1 May 2013 | Journal Article
An instrumental variable random coefficients model for binary outcomes

In this paper we study a random coefficient model for a binary outcome. We allow for […]

Andrew Chesher, Adam Rosen
23 October 2012 | CWP34/12

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An instrumental variable random-coefficients model for binary outcomes
Andrew Chesher, Adam Rosen
22 April 2015 | Journal Article
Simultaneous equations for discrete outcomes: coherence, completeness, and identification

This paper studies simultaneous equations models for two or more discrete outcomes. These models may be […]

Andrew Chesher, Adam Rosen
22 August 2012 | CWP21/12
An instrumental variable model of multiple discrete choice

This paper studies identification of latent utility functions in multiple discrete choice models in which there […]

Andrew Chesher, Adam Rosen, Konrad Smolinski
22 December 2011 | CWP39/11

Latest version

An instrumental variable model of multiple discrete choice
Andrew Chesher, Adam Rosen, Konrad Smolinski
12 July 2013 | Journal Article

Previous version

An instrumental variable model of multiple discrete choice
Andrew Chesher, Adam Rosen, Konrad Smolinski
11 February 2011 | CWP06/11
Semiparametric structural models of binary response: shape restrictions and partial identification

The paper studies the partial identifying power of structural single equation threshold crossing models for binary […]

Andrew Chesher
1 October 2011 | CWP31/11

Latest version