Economics
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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", (2013) CeMMAP Working Paper CWP 43/13
  • “Simultaneous Equations for Discrete Outcomes: Coherence, Completeness and Identification,” (with A Rosen) CeMMAP Working Paper CWP 21/12
  • "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, forthcoming. View
  • “An Instrumental Variable Random Coefficients Model for Binary Outcomes,” (with Adam Rosen), Econometrics Journal, forthcoming. 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
  • “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 and lectures

2014

  • American Economic Association Annual Meeting, Philadelphia, January 3-5
  • Conference on Applicable Semiparametric Methods, University of Cambridge, February 14-15
  • Aix-Marseile GREQAM, March 17
  • University of Hull, March 20
  • New York University, April 11
  • National University of Singapore, Conference on Self-Normalised Asymptotic Theory, May 19-22
  • Hong Kong University of Science and Technology, Conference on Advances in Microeconometrics, May 23-24
  • China Meeting of the Econometric Society, Xiamen University, June 25-27
  • Asia Meeting of the Econometric Society, Academia Sinica, Taipei, June 20-22.
  • Econometrics Workshop, Shanghai University of Finance and Economics, June 29-30.

2013

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

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
  • Renmin University of China - Lectures on Identification, July 9-13
  • University of York, November 14
  • 4th French Econometrics Conference - Rennes, November 22
  • Colombia University, November 29
  • New York University, November 30