Economics


UCL Festival of the Arts
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chesher2

Andrew Chesher

  • William Stanley Jevons Professor of Economics and Economic Measurement, Department of Economics, UCL
  • Director, ESRC Centre for Microdata Methods and Practice, CeMMAP

Fellowships, etc

Research Interests

  • Econometric theory, methods and practice
  • Microeconometric methods
  • Identification analysis

Some recent working papers

  • "Generalized Instrumental Variable Models", (2014) CeMMAP Working Paper CWP04/14
  • “Simultaneous Equations for Discrete Outcomes: Coherence, Completeness and Identification,” (2012) CeMMAP Working Paper CWP 21/12 (with A Rosen)
  • "Sharp Identified Sets for Discrete Variable IV Models," (2010), CeMMAP Working Paper CWP11/10. (with K Smolinski)
  •  “Identification in additive error models with discrete endogenous variables”, (2004), CeMMAP Working Paper CWP11/04.

Recent articles

  • "Treatment Effect Estimation with Covariate Measurement Error", (with Erich Battestin), Journal of Econometrics, 2014, 178, 707-715. View
  • “An Instrumental Variable Random Coefficients Model for Binary Outcomes,” (with Adam Rosen), The Econometrics Journal, 2014, 17, S1-S19. View
  • "What do instrumental variable methods deliver with discrete dependent variables?", (with Adam Rosen), American Economic Review: Papers and Proceedings, Vol. 103, No. 3 (May 2013), 557-62. View
  • “An Instrumental Variable Model of Multiple Discrete Choice”, (with Adam Rosen and Konrad Smolinski) Quantitative Economics, Vol. 4, Issue 2, (2013), 157-196. View
  • “Semiparametric Structural Models of Binary Response: Shape Restrictions and PartialIdentification”, Econometric Theory, 2013, 29, 231-266. View
  • “IV Models of Ordered Choice”, (with Konrad Smolinski), Journal of Econometrics, 2012, 166, 33-48.View
  • “Instrumental Variables Models for Discrete Outcomes”, Econometrica, 2010, 78, 575-601.View CeMMAP WP

Some favourites of mine

  •  “Nonparametric Identification under Discrete Variation”, Econometrica, 2005, 73, 1525-1550.View
  • “Welfare Measurement and Measurement Error”, (with C. Schluter), Review of Economic Studies, 2002, 69, 357-378.View
  • “Taste Variation in Discrete Choice Models”, (with J.M.C. Santos Silva), Review of Economic Studies, 2002, 69, 147-168.View
  • “On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable”, (with Simon Peters), Computational Economics, 2000, 15, 273-289.View
  • “Likelihood Ratio Specification Tests”, (with Richard Smith), Econometrica, 1997, 65, 627-646.View
  • “Diet Revealed?  Semiparametric Estimation of Nutrient Intake – Age Relationships (with Discussion)”, Journal of the Royal Statistical Society A, 1997, 160., 389-428. View
  • “The Effect of Measurement Error,”, Biometrika, 1991, 78, 451-462.View
  • “Asymptotic Expansions of the Information Matrix Test”, (with Richard Spady).  Econometrica, 1991, 59, 787-815.View
  • “Testing for Neglected Heterogeneity”, Econometrica, 1984, 52, 865-872.View
  • “The Estimation of Models of Labour Market Behaviour”, (with Tony Lancaster), Review of Economic Studies, 1983, 50, 609-624.View

Recent and upcoming seminars and lectures

2015

  • February 6, Nuffield College Oxford
  • March 3, CSEF, University of Naples
  • March 11, Strathclyde, Glasgow
  • March 12, SIRE, Edinburgh
  • March 23-27, Boston University
  • April 20-24, Becker-Friedman Institute, University of CHicago
  • April 27- May 1, Cowles Foundation
  • May 6-13, Conference on Advances in Microeconometrics, Seoul National University
  • May 21-23, Grant Hillier Festschrift Conference, University of Amsterdam
  • May 28-29, Conference on Complexity in Economics, Rome
  • September 3-4, Conference on Inverse Problems in Economics, Northwestern University

2014

  • January 3-5, American Economic Association Annual Meeting, Philadelphia
  • February 14-15, Conference on Applicable Semiparametric Methods, University of Cambridge
  • March 17, Aix-Marseile GREQAM
  • March 20, University of Hull
  • May 19-22, National University of Singapore, Conference on Self-Normalised Asymptotic Theory
  • May 23-24, Hong Kong University of Science and Technology, Conference on Advances in Microeconometrics
  • May 30, Conference in Honour of Richard J Smith, University of Cambridge
  • June 25-27, China Meeting of the Econometric Society, Xiamen University
  • June 20-22, Asia Meeting of the Econometric Society, Academia Sinica, Taipei
  • June 29-30, Econometrics Workshop, Shanghai University of Finance and Economics
  • August 27, European Meeting of the Econometric Society, University of Toulouse
  • September 8, Integrative Epidemiology Unit, University of Bristol

2013

  • January 4, UC San Diego - American Economic Association
  • February 1, University of Liverpool
  • March 4, Boston College
  • March 7, Cornell University - Frank Knight Lecture
  • April 22-27 , Mathematisches Forschungsinstitut Oberwolfach
  • May 29, University of Southampton
  • June 14, USC - Walras Bowley Lecture
  • July 5, Warsaw University - Leonid Hurwicz Lecture
  • July 11-13, Econometric Study Group, University of Bristol
  • September 9, University of Maryland
  • September 10, Georgetown University
  • September 11, Johns Hopkins University
  • October 10, University of Vienna and IHS
  • December 13-14, Toulouse School of Economics

2012

  • January 24, University of Bristol
  • February 10, University of Amsterdam
  • March 6, Northwestern University
  • March 7, University of Chicago
  • March 23-24, Vanderbilt University
  • April 3, Paris School of Economics
  • April 10, Collegio Carlo Alberto,  Turin
  • May 2, Exeter University
  • June 15-20, International Society of Nonparametric Statistics Conference, Chalkidiki, Greece
  • July 9-13, Renmin University of China - Lectures on Identification
  • November 14, University of York
  • November 22, 4th French Econometrics Conference - Rennes
  • November 29, Colombia University
  • November 30 , New York University