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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

Andrew Chesher