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Details about Andrew Chesher

Homepage:http://www.ucl.ac.uk/economics/people/chesher
Workplace:Department of Economics, University College London (UCL), (more information at EDIRC)

Access statistics for papers by Andrew Chesher.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pch17


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Working Papers

2024

  1. Robust Analysis of Short Panels
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Institute for Fiscal Studies (2024) Downloads

2023

  1. Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions
    CeMMAP working papers, Institute for Fiscal Studies Downloads View citations (1)
    Also in IFS Working Papers, Institute for Fiscal Studies (2023) Downloads View citations (1)

2021

  1. Counterfactual worlds
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads

    See also Journal Article Counterfactual Worlds, Annals of Economics and Statistics, GENES (2021) Downloads View citations (1) (2021)
  2. IV methods for Tobit models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article IV methods for Tobit models, Journal of Econometrics, Elsevier (2023) Downloads View citations (2) (2023)

2020

  1. Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (11)
  2. Structural modeling of simultaneous discrete choice
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)

2019

  1. Estimating Endogenous Effects on Ordinal Outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (5)
  2. Generalized Instrumental Variable Models, Methods, and Applications
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads

2017

  1. Incomplete English auction models with heterogeneity
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (1)
  2. Understanding the effect of measurement error on quantile regressions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (8)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) Downloads View citations (3)

    See also Journal Article Understanding the effect of measurement error on quantile regressions, Journal of Econometrics, Elsevier (2017) Downloads View citations (6) (2017)

2016

  1. Characterizations of identified sets delivered by structural econometric models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016) Downloads
    CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (5)

2015

  1. Identification of the distribution of valuations in an incomplete model of English auctions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads

2014

  1. Generalized instrumental variable models
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (11)
    CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads View citations (1)

    See also Journal Article Generalized Instrumental Variable Models, Econometrica, Econometric Society (2017) Downloads View citations (46) (2017)

2013

  1. What do instrumental variable models deliver with discrete dependent variables?
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (16)

    See also Journal Article What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?, American Economic Review, American Economic Association (2013) Downloads View citations (17) (2013)

2012

  1. An instrumental variable random coefficients model for binary outcomes
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads

    See also Journal Article An instrumental variable random‐coefficients model for binary outcomes, Econometrics Journal, Royal Economic Society (2014) Downloads View citations (6) (2014)
  2. Simultaneous equations for discrete outcomes: coherence, completeness, and identification
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (32)

2011

  1. An instrumental variable model of multiple discrete choice
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (12)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (13)

    See also Journal Article An instrumental variable model of multiple discrete choice, Quantitative Economics, Econometric Society (2013) Downloads View citations (48) (2013)
  2. Semiparametric structural models of binary response: shape restrictions and partial identification
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION, Econometric Theory, Cambridge University Press (2013) Downloads View citations (4) (2013)

2010

  1. Sharp identified sets for discrete variable IV models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)

2009

  1. IV models of ordered choice
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article IV models of ordered choice, Journal of Econometrics, Elsevier (2012) Downloads View citations (22) (2012)
  2. Single equation endogenous binary reponse models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
  3. Treatment effect estimation with covariate measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article Treatment effect estimation with covariate measurement error, Journal of Econometrics, Elsevier (2014) Downloads View citations (17) (2014)

2008

  1. Instrumental variable models for discrete outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article Instrumental Variable Models for Discrete Outcomes, Econometrica, Econometric Society (2010) Downloads View citations (73) (2010)

2007

  1. Endogeneity and discrete outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (7)

2005

  1. Identification with excess heterogeneity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2004

  1. Identification in additive error models with discrete endogenous variables
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) Downloads View citations (7)
  2. Identification of sensitivity to variation in endogenous variables
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) Downloads
  3. The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (5)

2003

  1. Nonparametric identification under discrete variation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (17)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2003) Downloads View citations (2)

    See also Journal Article Nonparametric Identification under Discrete Variation, Econometrica, Econometric Society (2005) Downloads View citations (94) (2005)
  2. Nonparametric identification with discrete endogenous variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Institute for Fiscal Studies (2003) Downloads

2002

  1. Instrumental Values
    CeMMAP working papers, Institute for Fiscal Studies Downloads View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) Downloads View citations (4)

    See also Journal Article Instrumental values, Journal of Econometrics, Elsevier (2007) Downloads View citations (11) (2007)
  2. Local identification in nonseparable models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2002) Downloads
  3. Semiparametric identification in duration models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (10)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2002) Downloads View citations (1)

2001

  1. Exogenous impact and conditional quantile functions
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001) Downloads View citations (6)
    Econometrics, University Library of Munich, Germany (2001) Downloads View citations (5)
  2. Parameter approximations for quantile regressions with measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (15)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2001) Downloads
  3. Quantile driven identification of structural derivatives
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (11)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2001) Downloads
  4. Transitions from home to marriage of young Americans
    MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany Downloads View citations (1)
    See also Journal Article Transitions from home to marriage of young Americans, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) Downloads View citations (31) (2002)
  5. Welfare measurement and measurement error
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001) Downloads View citations (5)

    See also Journal Article Welfare Measurement and Measurement Error, The Review of Economic Studies, Review of Economic Studies Ltd (2002) Downloads View citations (61) (2002)

2000

  1. Polynomial Regression with Normal Covariate Measurement Error
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)

1999

  1. Bartlett Identities Tests
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (4)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) Downloads View citations (5)
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (1999) Downloads View citations (5)

Journal Articles

2023

  1. IV methods for Tobit models
    Journal of Econometrics, 2023, 235, (2), 1700-1724 Downloads View citations (2)
    See also Working Paper IV methods for Tobit models, CeMMAP working papers (2021) Downloads (2021)

2021

  1. Counterfactual Worlds
    Annals of Economics and Statistics, 2021, (142), 311-335 Downloads View citations (1)
    See also Working Paper Counterfactual worlds, CeMMAP working papers (2021) Downloads View citations (1) (2021)

2017

  1. Generalized Instrumental Variable Models
    Econometrica, 2017, 85, 959-989 Downloads View citations (46)
    See also Working Paper Generalized instrumental variable models, CeMMAP working papers (2014) Downloads (2014)
  2. Understanding the effect of measurement error on quantile regressions
    Journal of Econometrics, 2017, 200, (2), 223-237 Downloads View citations (6)
    See also Working Paper Understanding the effect of measurement error on quantile regressions, CeMMAP working papers (2017) Downloads View citations (8) (2017)

2014

  1. An instrumental variable random‐coefficients model for binary outcomes
    Econometrics Journal, 2014, 17, (2), S1-S19 Downloads View citations (6)
    See also Working Paper An instrumental variable random coefficients model for binary outcomes, CeMMAP working papers (2012) Downloads (2012)
  2. Treatment effect estimation with covariate measurement error
    Journal of Econometrics, 2014, 178, (2), 707-715 Downloads View citations (17)
    See also Working Paper Treatment effect estimation with covariate measurement error, CeMMAP working papers (2009) Downloads View citations (4) (2009)

2013

  1. An instrumental variable model of multiple discrete choice
    Quantitative Economics, 2013, 4, (2), 157-196 Downloads View citations (48)
    See also Working Paper An instrumental variable model of multiple discrete choice, CeMMAP working papers (2011) Downloads View citations (12) (2011)
  2. SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION
    Econometric Theory, 2013, 29, (2), 231-266 Downloads View citations (4)
    See also Working Paper Semiparametric structural models of binary response: shape restrictions and partial identification, CeMMAP working papers (2011) Downloads View citations (2) (2011)
  3. What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?
    American Economic Review, 2013, 103, (3), 557-62 Downloads View citations (17)
    See also Working Paper What do instrumental variable models deliver with discrete dependent variables?, CeMMAP working papers (2013) Downloads (2013)

2012

  1. IV models of ordered choice
    Journal of Econometrics, 2012, 166, (1), 33-48 Downloads View citations (22)
    See also Working Paper IV models of ordered choice, CeMMAP working papers (2009) Downloads View citations (2) (2009)

2010

  1. Instrumental Variable Models for Discrete Outcomes
    Econometrica, 2010, 78, (2), 575-601 Downloads View citations (73)
    See also Working Paper Instrumental variable models for discrete outcomes, CeMMAP working papers (2008) Downloads View citations (2) (2008)

2009

  1. Excess heterogeneity, endogeneity and index restrictions
    Journal of Econometrics, 2009, 152, (1), 37-45 Downloads View citations (11)

2007

  1. Endogeneity, instruments and identification
    Journal of Econometrics, 2007, 139, (1), 1-3 Downloads View citations (2)
  2. Instrumental values
    Journal of Econometrics, 2007, 139, (1), 15-34 Downloads View citations (11)
    See also Working Paper Instrumental Values, CeMMAP working papers (2002) Downloads View citations (3) (2002)

2005

  1. Nonparametric Identification under Discrete Variation
    Econometrica, 2005, 73, (5), 1525-1550 Downloads View citations (94)
    See also Working Paper Nonparametric identification under discrete variation, CeMMAP working papers (2003) Downloads View citations (17) (2003)

2003

  1. Identification in Nonseparable Models
    Econometrica, 2003, 71, (5), 1405-1441 View citations (246)

2002

  1. Duration response measurement error
    Journal of Econometrics, 2002, 111, (2), 169-194 Downloads View citations (19)
  2. Taste Variation in Discrete Choice Models
    The Review of Economic Studies, 2002, 69, (1), 147-168 Downloads View citations (61)
  3. Transitions from home to marriage of young Americans
    Journal of Applied Econometrics, 2002, 17, (1), 1-23 Downloads View citations (31)
    See also Working Paper Transitions from home to marriage of young Americans, MPIDR Working Papers (2001) Downloads View citations (1) (2001)
  4. Welfare Measurement and Measurement Error
    The Review of Economic Studies, 2002, 69, (2), 357-378 Downloads View citations (61)
    See also Working Paper Welfare measurement and measurement error, CeMMAP working papers (2001) Downloads (2001)

2000

  1. On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable
    Computational Economics, 2000, 15, (3), 273-289 Downloads View citations (2)

1998

  1. Individual demands from household aggregates: time and age variation in the composition of diet
    Journal of Applied Econometrics, 1998, 13, (5), 505-524 Downloads View citations (36)

1997

  1. Diet Revealed?: Semiparametric Estimation of Nutrient Intake–Age Relationships
    Journal of the Royal Statistical Society Series A, 1997, 160, (3), 389-428 Downloads View citations (35)
  2. Likelihood Ratio Specification Tests
    Econometrica, 1997, 65, (3), 627-646 View citations (18)

1995

  1. A Mirror Image Invariance for M-Estimators
    Econometrica, 1995, 63, (1), 207-11 Downloads View citations (9)

1994

  1. Symmetry, Regression Design, and Sampling Distributions
    Econometric Theory, 1994, 10, (1), 116-129 Downloads View citations (6)

1991

  1. Asymptotic Expansions of the Information Matrix Test Statistic
    Econometrica, 1991, 59, (3), 787-815 Downloads View citations (38)
  2. The finite-sample distributions of heteroskedasticity robust Wald statistics
    Journal of Econometrics, 1991, 47, (1), 153-173 Downloads View citations (28)

1989

  1. Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
    Econometrica, 1989, 57, (4), 971-77 Downloads View citations (22)

1987

  1. Residual analysis in the grouped and censored normal linear model
    Journal of Econometrics, 1987, 34, (1-2), 33-61 Downloads View citations (121)
  2. The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
    Econometrica, 1987, 55, (5), 1217-22 Downloads View citations (96)

1986

  1. Specification testing when score test statistics are identically zero
    Journal of Econometrics, 1986, 31, (2), 121-149 Downloads View citations (48)

1985

  1. Residual analysis for censored duration data
    Economics Letters, 1985, 18, (1), 35-38 Downloads View citations (1)
  2. Score tests for zero covariances in recursive linear models for grouped or censored data
    Journal of Econometrics, 1985, 28, (3), 291-305 Downloads View citations (5)

1984

  1. Improving the Efficiency of Probit Estimators
    The Review of Economics and Statistics, 1984, 66, (3), 523-27 Downloads View citations (5)
  2. Testing for Neglected Heterogeneity
    Econometrica, 1984, 52, (4), 865-72 Downloads View citations (99)

1983

  1. An Econometric Analysis of Reservation Wages
    Econometrica, 1983, 51, (6), 1661-76 Downloads View citations (137)
  2. The Estimation of Models of Labour Market Behaviour
    The Review of Economic Studies, 1983, 50, (4), 609-624 Downloads View citations (28)
  3. The information matrix test: Simplified calculation via a score test interpretation
    Economics Letters, 1983, 13, (1), 45-48 Downloads View citations (35)

1981

  1. Stock and flow sampling
    Economics Letters, 1981, 8, (1), 63-65 Downloads View citations (3)

1979

  1. Computation of search duration probabilities and the integral of the normal distribution function
    Economics Letters, 1979, 4, (4), 319-321 Downloads
  2. Testing the Law of Proportionate Effect
    Journal of Industrial Economics, 1979, 27, (4), 403-11 Downloads View citations (120)
 
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