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

Understanding the Effect of Measurement Error on Quantile Regressions

The impact of measurement error in explanatory variables on quantile regression functions is investigated using a […]

Andrew Chesher
1 October 2017 | Journal Article
Generalized Instrumental Variable Models

This paper develops characterizations of identified sets of structures and structural features for complete and incomplete […]

Andrew Chesher, Adam Rosen
1 May 2017 | Journal Article
An instrumental variable random-coefficients model for binary outcomes

In this paper, we study a random-coefficients model for a binary outcome. We allow for the […]

Andrew Chesher, Adam Rosen
22 April 2015 | Journal Article

Previous version

An instrumental variable random coefficients model for binary outcomes
Andrew Chesher, Adam Rosen
23 October 2012 | CWP34/12
Treatment effect estimation with covariate measurement error

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

Erich Battistin, Andrew Chesher
28 February 2014 | Journal Article

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Treatment effect estimation with covariate measurement error
Erich Battistin, Andrew Chesher
8 September 2009 | CWP25/09
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
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

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
1 January 2012 | Journal Article

Previous version

IV models of ordered choice
Andrew Chesher, Konrad Smolinski
9 December 2009 | CWP37/09
Instrumental variable models for discrete outcomes

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

Andrew Chesher
1 March 2010 | Journal Article

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Instrumental variable models for discrete outcomes
Andrew Chesher
27 November 2008 | CWP30/08
Excess heterogeneity, endogeneity and index restrictions

A discrete or continuous outcome is determined by a structural function in which the effect of […]

Andrew Chesher
30 September 2009 | Journal Article

Previous version

Identification with excess heterogeneity
Andrew Chesher
9 December 2005 | CWP19/05