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

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
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
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
Nonparametric identification under discrete variation

This paper provides weak conditions under which there is nonparametric interval identification of local features of […]

Andrew Chesher
14 December 2003 | CWP19/03

Previous version

Nonparametric identification with discrete endogenous variables

This paper provides weak conditions under which there is nonparametric interval identification of local features of […]

Andrew Chesher
14 December 2003 | CWP06/03

Latest version

Nonparametric identification under discrete variation
Andrew Chesher
14 December 2003 | CWP19/03
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
Semiparametric identification in duration models

This paper explores the identifiability of ratios of derivatives of the index function in a model […]

Andrew Chesher
13 November 2002 | CWP20/02