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

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
11 February 2011 | CWP06/11

Latest version

An instrumental variable model of multiple discrete choice
Andrew Chesher, Adam Rosen, Konrad Smolinski
22 December 2011 | CWP39/11
Sharp identified sets for discrete variable IV models

Instrumental variable models for discrete outcomes are set, not point, identifying. The paper characterises identified sets […]

Andrew Chesher, Konrad Smolinski
18 May 2010 | CWP11/10
IV models of ordered choice

This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may […]

Andrew Chesher, Konrad Smolinski
9 December 2009 | CWP37/09

Latest version

IV models of ordered choice
Andrew Chesher, Konrad Smolinski
1 January 2012 | Journal Article
Treatment effect estimation with covariate measurement error

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

Erich Battistin, Andrew Chesher
8 September 2009 | CWP25/09

Latest version

Treatment effect estimation with covariate measurement error
Erich Battistin, Andrew Chesher
28 February 2014 | Journal Article
Single equation endogenous binary reponse models

This paper studies single equation models for binary outcomes incorporating instrumental variable restrictions. The models are […]

Andrew Chesher
18 August 2009 | CWP23/09
Instrumental variable models for discrete outcomes

Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying […]

Andrew Chesher
27 November 2008 | CWP30/08

Latest version

Instrumental variable models for discrete outcomes
Andrew Chesher
1 March 2010 | Journal Article

Previous version

Endogeneity and discrete outcomes
Andrew Chesher
6 March 2007 | CWP05/07
Endogeneity and discrete outcomes

This paper studies models for discrete outcomes which permit explanatory variables to be endogenous.

Andrew Chesher
6 March 2007 | CWP05/07

Latest version

Instrumental variable models for discrete outcomes
Andrew Chesher
27 November 2008 | CWP30/08
Identification with excess heterogeneity

An outcome is determined by a structural function in which the effect of variables of interest […]

Andrew Chesher
9 December 2005 | CWP19/05

Latest version

Excess heterogeneity, endogeneity and index restrictions
Andrew Chesher
30 September 2009 | Journal Article
Identification in additive error models with discrete endogenous variables

In additive error models with a discrete endogenous variable identification cannot be achieved under a marginal […]

Andrew Chesher
5 September 2004 | CWP11/04
Identification of sensitivity to variation in endogenous variables

This lecture explores conditions under which there is identification of the impact on an outcome of […]

Andrew Chesher
7 July 2004 | CWP10/04