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

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
Evaluation of LTTP data using HDM-III probabalistic failure time models for crack initiation in bituminous pavements
Andrew Chesher, Thomas van Dam, David Peshkin
1 January 1997 | Journal Article
Bartlett corrections to likelihood ratio statistics

This note resolves two conflicting published corrections to Hayakawa’s (1977) expansion of the likelihood ratio statistic, […]

Andrew Chesher, Richard Smith
1 June 1995 | Journal Article
A mirror image invariance for M-estimators

This note gives a theorem concerning choice of covariate distribution.

Andrew Chesher
1 January 1995 | Journal Article
Symmetry, regression design and sampling distributions
Andrew Chesher, Simon Peters
1 January 1994 | Journal Article