- 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.
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
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