Andrew Chesher

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

Fellowships, etc

Fellow of the British Academy
Fellow of the Econometric Society
Honorary Foreign Member of the American Economic Association
Research Fellow, Institute for Fiscal Studies
Honorary Professor, Beihang University, Beijing
Fellow of the Academy of Social Sciences
Fellow of the International Association for Applied Econometrics

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.

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

February 27, University of Cambridge
March 8, University of Toronto
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
June 18-19, China Meeting of the Econometric Society, Guangzhou
June 22-23, Tsinghua Econometrics Conference, Bejing

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