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

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 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
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

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
Instrumental Values

This paper studies the identification of partial differences of nonseparable structural functions. The paper considers triangular […]

Andrew Chesher
10 August 2002 | CWP17/02

Latest version

Instrumental Values
Andrew Chesher
1 July 2007 | Journal Article
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