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chesher2

Andrew Chesher

Fellowships, etc

Research Interests

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

Some recent working papers

  • “Semiparametric structural models of binary response: shape restrictions and partial identification,” (2011), CeMMAP Working Paper CWP30/11.
  • “An Instrumental Variable Model of Multiple Discrete Choice,” (2011), CeMMAP Working Paper CWP39/11. (with A Rosen and K Smolinski)
  • "Sharp Identified Sets for Discrete Variable IV Models," (2010), CeMMAP Working Paper CWP11/10. (with K Smolinski)
  • “Treatment Effect Estimation with Covariate Measurement Error”, (2009), CeMMAP Working Paper CWP25/09. (with E Battestin)
  •  “Identification in additive error models with discrete endogenous variables”, (2004), CeMMAP Working Paper CWP11/04.

Recent articles

  • “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
  • “Excess Heterogeneity, Endogeneity and Index Restrictions”, Journal of Econometrics, 2009, 152, 35 - 47.View
  • “Instrumental Values”, Journal of Econometrics, 2007, 139, 15 – 34.View
  • “Identification of Nonadditive Structural Functions”, Chapter 1 of Volume III of Advances in Economics and Econometrics, Theory and Applications, 9th World Congress, 2007.
  •  “Nonparametric Identification under Discrete Variation”, Econometrica, 2005, 73, 1525-1550.View
  • “Identification in Nonseparable Models”, Econometrica, 2003, 71, 1401 - 1444.View
  • “Welfare Measurement and Measurement Error”, (with C. Schluter), Review of Economic Studies, 2002, 69, 357-378.View
  • “Duration Response Measurement Error”, (with M.G.B. Dumangane and R.J. Smith), Journal of Econometrics, 2002, 111, 169-194.View
  • “Taste Variation in Discrete Choice Models”, (with J.M.C. Santos Silva), Review of Economic Studies, 2002, 69, 147-168.View

Some favourites of mine

  • “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

2011

  • Econometric Society European Meeting, Oslo, August 27
  • University of Toulouse I, September 6
  • University of Mannheim, September 26
  • University of Oslo, October 27
  • CeMMAP Masterclass, UCL, November 10-11 
  • University of Oxford, November 18 
  • Tilburg University, November 23 
  • Royal Holloway College, November 24 
  • CEMFI & Universidad Carlos 3 Madrid, November 28 
  • Encontros Brasileiros Econometria, Foz do Iguacu, December 7-9

2012

  • University of Bristol, January 24
  • University of Amsterdam, February 10
  • Northwestern University, March 6
  • University of Chicago, March 7
  • Vanderbilt University, March 23-24
  • Paris School of Economics, April 3
  • Collegio Carlo Alberto,  Turin, April 10
  • Exeter University, May 2
  • International Society of Nonparametric Statistics Conference, Chalkidiki, Greece, June 15-20