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

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

Latest version

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
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 |
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 |
An instrumental variable model of multiple discrete choice

This paper studies identification in multiple discrete choice models in which there may be endogenous explanatory […]

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
22 December 2011 | CWP39/11
Walras-Bowley Lecture: Limited Information Econometrics

Walras-Bowley Lecture given at the North American Summer Meeting of the Econometric Society in Los Angeles […]

Andrew Chesher
13 June 2013 |
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
1 May 2013 | Journal Article

Previous version

Semiparametric structural models of binary response: shape restrictions and partial identification

I study the partial identifying power of structural single-equation threshold-crossing models for binary responses when explanatory […]

Andrew Chesher
30 April 2013 | Journal Article

Previous version

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

Latest version

An instrumental variable random-coefficients model for binary outcomes
Andrew Chesher, Adam Rosen
22 April 2015 | Journal Article