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

Local identification in nonseparable models

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

Andrew Chesher
20 March 2002 | CWP05/02
Quantile driven identification of structural derivatives

Conditions are derived under which there is local nonparametric identification of derivatives of structural equations in […]

Andrew Chesher
1 December 2001 | CWP08/01
Exogenous impact and conditional quantile functions

An exogenous impact function is defined as the derivative of a structural function with respect to […]

Andrew Chesher
15 August 2001 | CWP01/01
Parameter approximations for quantile regressions with measurement error

The impact of covariate measurement error on quantile regression functions is investigated using a small variance […]

Andrew Chesher
21 July 2001 | CWP02/01

Latest version

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
2 April 2001 | CWP03/01
Age and gender variation in food energy and nutrient intakes, 1974-1998

The National Food Survey (NFS) is unique in providing a long continuous record of British household […]

Andrew Chesher
1 January 1999 |
Income and food expenditure 1987-1997

This Section of the report gives the results of a multivariate analysis of the food expenditure […]

Andrew Chesher, Valérie Lechene
1 January 1999 |
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