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Andrew Chesher

 

  • William Stanley Jevons Professor of Economics and Economic Measurement, 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

  • "Incomplete English auction models with heterogeneity”, (2017) cemmap working paper CWP27/17 
  • "Identification of the Distribution of Valuations in an Incomplete Model of English Auctions", (2015) cemmap Working Paper CWP30/15
  • "Counterfactual Worlds", (2015) cemmap Working Paper CWP22/15
  • “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

  • “Understanding the Effect of Measurement Error on Quantile Regression” forthcoming in Journal of Econometrics CWP 19/17.
  • "Generalized Instrumental Variable Models” (with Adam Rosen) Econometrica, 2017, 85, 959-989. View
  • "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 Partial Identification”, Econometric Theory, 2013, 29, 231-266. View

Some favourites of mine

  • “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
  • “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

2019

March 5, New York University
April 2, University of Toulouse
April 15-17, RES Conference, University of Warwick
June 11-12, Advances in Econometrics at Xiamen University

2018

March 14, University of Birmingham
March 21, University of Surrey
March 28, Royal Economic Society Annual Conference, Presidential Address
April 20-21, Vanderbilt University, Conference on Identification in Econometrics
May 24-25, Academia Sinica, Taipei, Advances in Econometrics Conference
May 26-June1, CEMP/IESR Jinan University Guangzhou
September 17-21, Shanghai Jiao Tong University
November 9-10, Northwestern University, Conference on Incomplete Models
November 12-16, Cowles Foundation, Yale University
December 3, University of Pittsburgh
December 4, Carnegie Mellon University

 

2017

  • February 8, University of Cambridge
  • March 2, London School of Economics
  • March 7, Princeton University
  • April 10-12, Royal Economic Society Annual Conference, Bristol 
  • April 20-21, Conference on Econometrics and Models of Strategic Interactions, Vanderbilt University 
  • June 3-4, Asia Meetings of the Econometric Society, Chinese University of Hong Kong
  • June 7-8, ANTAI-SNU-Tokyo-UCL Conference - Advances in Econometrics, Shanghai Jiao Tong University
  • June 12, Beihang University, Beijing
  • August 22, European Meeting of the Econometric Society, Lisbon
  • October 31, University of Bristol
  • November 8, University of Surrey
  • December 1, Triangle Econometrics Conference, Duke University

2016

  • January 12 Seminar für Empirische Wirtschaftsforschung, LMU and MEA-MPI, Max Planck Institute, Munich
  • March 7  Harvard University Industrial Organisation Workshop
  • March 10 Harvard-MIT Econometrics Workshop
  • March 15 University of Rochester Econometrics Seminar
  • August 11-13 Asia Meeting of the Econometric Society, Kyoto, Japan
  • August 15-16 CeMMAP-SNU-Tokyo Conference on Advances in Econometrics, Kyoto, Japan
  • November 1-12 Latin America Meeting of the Econometric Society LAMES-LACEA, Medellin, Colombia

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, Queens University Belfast
  • 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
  • Sep 28  University of Texas at Austin, Econometrics Seminar.
  • Sep 30 Northwestern University Econometrics Workshop
  • Oct 19 Economics Risk Seminar, Humboldt-Universität zu Berlin
  • Nov 12 Séminaires Malinvaud, l’INSEE – CREST, Paris
  • Dec 2 Department Seminar, Economics Department, University of Manchester

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

Andrew Chesher