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

---

Jump to Journal Articles

Working Papers

2024

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

2023

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

2021

3. Counterfactual worlds
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
   CeMMAP working papers, Institute for Fiscal Studies (2015)
   See also Journal Article Counterfactual Worlds, Annals of Economics and Statistics, GENES (2021) View citations (1) (2021)
4. IV methods for Tobit models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   See also Journal Article IV methods for Tobit models, Journal of Econometrics, Elsevier (2023) View citations (5) (2023)

2020

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

2019

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

2017

9. Incomplete English auction models with heterogeneity
   CeMMAP working papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (1)
10. Understanding the effect of measurement error on quantile regressions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (3)
    See also Journal Article Understanding the effect of measurement error on quantile regressions, Journal of Econometrics, Elsevier (2017) View citations (8) (2017)

2016

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

2015

12. Identification of the distribution of valuations in an incomplete model of English auctions
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (7)

2014

13. Generalized instrumental variable models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (1)
    CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (11)
    See also Journal Article Generalized Instrumental Variable Models, Econometrica, Econometric Society (2017) View citations (49) (2017)

2013

14. What do instrumental variable models deliver with discrete dependent variables?
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (17)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (2)
    See also Journal Article What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?, American Economic Review, American Economic Association (2013) View citations (19) (2013)

2012

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

2011

17. An instrumental variable model of multiple discrete choice
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (13)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (12)
    See also Journal Article An instrumental variable model of multiple discrete choice, Quantitative Economics, Econometric Society (2013) View citations (48) (2013)
18. Semiparametric structural models of binary response: shape restrictions and partial identification
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    See also Journal Article SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION, Econometric Theory, Cambridge University Press (2013) View citations (4) (2013)

2010

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

2009

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

2008

23. Instrumental variable models for discrete outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    See also Journal Article Instrumental Variable Models for Discrete Outcomes, Econometrica, Econometric Society (2010) View citations (76) (2010)

2007

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

2005

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

2004

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

2003

29. Nonparametric identification under discrete variation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (17)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2003) View citations (2)
    See also Journal Article Nonparametric Identification under Discrete Variation, Econometrica, Econometric Society (2005) View citations (94) (2005)
30. Nonparametric identification with discrete endogenous variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Institute for Fiscal Studies (2003)

2002

31. Instrumental Values
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2002) View citations (3)
    See also Journal Article Instrumental values, Journal of Econometrics, Elsevier (2007) View citations (11) (2007)
32. Local identification in nonseparable models
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations (3)
33. Semiparametric identification in duration models
    CeMMAP working papers, Institute for Fiscal Studies View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002) View citations (10)

2001

34. Exogenous impact and conditional quantile functions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2001)
    Econometrics, University Library of Munich, Germany (2001) View citations (5)
35. Parameter approximations for quantile regressions with measurement error
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001) View citations (15)
36. Quantile driven identification of structural derivatives
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (11)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2001)
37. Transitions from home to marriage of young Americans
    MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany View citations (1)
    See also Journal Article Transitions from home to marriage of young Americans, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) View citations (31) (2002)
38. Welfare measurement and measurement error
    CeMMAP working papers, Institute for Fiscal Studies
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001) View citations (5)
    See also Journal Article Welfare Measurement and Measurement Error, The Review of Economic Studies, Review of Economic Studies Ltd (2002) View citations (61) (2002)

2000

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

1999

40. Bartlett Identities Tests
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (4)
    Also in Working Papers, Center for Research in Economics and Statistics (1999) View citations (3)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) View citations (4)

Journal Articles

2023

1. IV methods for Tobit models
   Journal of Econometrics, 2023, 235, (2), 1700-1724 View citations (5)
   See also Working Paper IV methods for Tobit models, CeMMAP working papers (2021) (2021)

2021

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

2017

3. Generalized Instrumental Variable Models
   Econometrica, 2017, 85, 959-989 View citations (49)
   See also Working Paper Generalized instrumental variable models, CeMMAP working papers (2014) View citations (8) (2014)
4. Understanding the effect of measurement error on quantile regressions
   Journal of Econometrics, 2017, 200, (2), 223-237 View citations (8)
   See also Working Paper Understanding the effect of measurement error on quantile regressions, CeMMAP working papers (2017) View citations (8) (2017)

2014

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

2013

7. An instrumental variable model of multiple discrete choice
   Quantitative Economics, 2013, 4, (2), 157-196 View citations (48)
   See also Working Paper An instrumental variable model of multiple discrete choice, CeMMAP working papers (2011) View citations (13) (2011)
8. SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION
   Econometric Theory, 2013, 29, (2), 231-266 View citations (4)
   See also Working Paper Semiparametric structural models of binary response: shape restrictions and partial identification, CeMMAP working papers (2011) View citations (2) (2011)
9. What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?
   American Economic Review, 2013, 103, (3), 557-62 View citations (19)
   See also Working Paper What do instrumental variable models deliver with discrete dependent variables?, CeMMAP working papers (2013) View citations (17) (2013)

2012

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

2010

11. Instrumental Variable Models for Discrete Outcomes
    Econometrica, 2010, 78, (2), 575-601 View citations (76)
    See also Working Paper Instrumental variable models for discrete outcomes, CeMMAP working papers (2008) View citations (2) (2008)

2009

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

2007

13. Endogeneity, instruments and identification
    Journal of Econometrics, 2007, 139, (1), 1-3 View citations (2)
14. Instrumental values
    Journal of Econometrics, 2007, 139, (1), 15-34 View citations (11)
    See also Working Paper Instrumental Values, CeMMAP working papers (2002) View citations (4) (2002)

2005

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

2003

16. Identification in Nonseparable Models
    Econometrica, 2003, 71, (5), 1405-1441 View citations (250)

2002

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

2000

21. 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 View citations (2)

1998

22. Individual demands from household aggregates: time and age variation in the composition of diet
    Journal of Applied Econometrics, 1998, 13, (5), 505-524 View citations (37)

1997

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

1995

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

1994

26. Symmetry, Regression Design, and Sampling Distributions
    Econometric Theory, 1994, 10, (1), 116-129 View citations (7)

1991

27. Asymptotic Expansions of the Information Matrix Test Statistic
    Econometrica, 1991, 59, (3), 787-815 View citations (38)
28. The finite-sample distributions of heteroskedasticity robust Wald statistics
    Journal of Econometrics, 1991, 47, (1), 153-173 View citations (29)

1989

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

1987

30. Residual analysis in the grouped and censored normal linear model
    Journal of Econometrics, 1987, 34, (1-2), 33-61 View citations (122)
31. The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
    Econometrica, 1987, 55, (5), 1217-22 View citations (97)

1986

32. Specification testing when score test statistics are identically zero
    Journal of Econometrics, 1986, 31, (2), 121-149 View citations (49)

1985

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

1984

35. Improving the Efficiency of Probit Estimators
    The Review of Economics and Statistics, 1984, 66, (3), 523-27 View citations (5)
36. Testing for Neglected Heterogeneity
    Econometrica, 1984, 52, (4), 865-72 View citations (101)

1983

37. An Econometric Analysis of Reservation Wages
    Econometrica, 1983, 51, (6), 1661-76 View citations (138)
38. The Estimation of Models of Labour Market Behaviour
    The Review of Economic Studies, 1983, 50, (4), 609-624 View citations (28)
39. The information matrix test: Simplified calculation via a score test interpretation
    Economics Letters, 1983, 13, (1), 45-48 View citations (37)

1981

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

1979

41. Computation of search duration probabilities and the integral of the normal distribution function
    Economics Letters, 1979, 4, (4), 319-321
42. Testing the Law of Proportionate Effect
    Journal of Industrial Economics, 1979, 27, (4), 403-11 View citations (121)