Details about Andrew Chesher

E-mail:
Homepage:	http://www.ucl.ac.uk/economics/people/chesher
Workplace:	Department of Economics, University College London (UCL), (more information at EDIRC) Centre for Microdata Methods and Practice CeMMAP

Access statistics for papers by Andrew Chesher.

Last updated 2021-10-16. Update your information in the RePEc Author Service.

Short-id: pch17

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Working Papers

2021

1. Counterfactual worlds
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
   See also Journal Article in Annals of Economics and Statistics (2021)

2020

2. 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 (10)
3. Structural modeling of simultaneous discrete choice
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)

2019

4. Estimating Endogenous Effects on Ordinal Outcomes
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
5. Generalized Instrumental Variable Models, Methods, and Applications
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)

2017

6. Incomplete English auction models with heterogeneity
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
7. Understanding the effect of measurement error on quantile regressions
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
   See also Journal Article in Journal of Econometrics (2017)

2016

8. 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (5)

2015

9. 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 View citations (6)

2014

10. 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (11)
    See also Journal Article in Econometrica (2017)

2013

11. 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 (16)
    See also Journal Article in American Economic Review (2013)

2012

12. An instrumental variable random coefficients model for binary outcomes
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    See also Journal Article in Econometrics Journal (2014)
13. 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)

2011

14. 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 in Quantitative Economics (2013)
15. 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 in Econometric Theory (2013)

2010

16. 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

17. 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 in Journal of Econometrics (2012)
18. Single equation endogenous binary reponse models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
19. 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 in Journal of Econometrics (2014)

2008

20. 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 in Econometrica (2010)

2007

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

2005

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

2004

23. Identification in additive error models with discrete endogenous variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
24. 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)
25. 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

26. Nonparametric identification under discrete variation
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (17)
    See also Journal Article in Econometrica (2005)
27. Nonparametric identification with discrete endogenous variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2002

28. Instrumental Values
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    See also Journal Article in Journal of Econometrics (2007)
29. Local identification in nonseparable models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
30. Semiparametric identification in duration models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)

2001

31. Exogenous impact and conditional quantile functions
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
    Also in Econometrics, University Library of Munich, Germany (2001) View citations (5)
32. Parameter approximations for quantile regressions with measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (15)
33. Quantile driven identification of structural derivatives
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (11)
34. 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 in Journal of Applied Econometrics (2002)
35. Welfare measurement and measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
    See also Journal Article in Review of Economic Studies (2002)

2000

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

1999

37. Bartlett Identities Tests
    Working Papers, Center for Research in Economics and Statistics View citations (4)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) View citations (5)

Journal Articles

2021

1. Counterfactual Worlds
   Annals of Economics and Statistics, 2021, (142), 311-335
   See also Working Paper (2021)

2017

2. Generalized Instrumental Variable Models
   Econometrica, 2017, 85, 959-989 View citations (35)
   See also Working Paper (2014)
3. Understanding the effect of measurement error on quantile regressions
   Journal of Econometrics, 2017, 200, (2), 223-237 View citations (6)
   See also Working Paper (2017)

2014

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

2013

6. An instrumental variable model of multiple discrete choice
   Quantitative Economics, 2013, 4, (2), 157-196 View citations (46)
   See also Working Paper (2011)
7. SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION
   Econometric Theory, 2013, 29, (2), 231-266 View citations (3)
   See also Working Paper (2011)
8. What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?
   American Economic Review, 2013, 103, (3), 557-62 View citations (17)
   See also Working Paper (2013)

2012

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

2010

10. Instrumental Variable Models for Discrete Outcomes
    Econometrica, 2010, 78, (2), 575-601 View citations (69)
    See also Working Paper (2008)

2009

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

2007

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

2005

14. Nonparametric Identification under Discrete Variation
    Econometrica, 2005, 73, (5), 1525-1550 View citations (84)
    See also Working Paper (2003)

2003

15. Identification in Nonseparable Models
    Econometrica, 2003, 71, (5), 1405-1441 View citations (226)

2002

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

2000

20. 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

21. 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 (35)

1997

22. 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)
23. Likelihood Ratio Specification Tests
    Econometrica, 1997, 65, (3), 627-646 View citations (16)

1995

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

1994

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

1991

26. Asymptotic Expansions of the Information Matrix Test Statistic
    Econometrica, 1991, 59, (3), 787-815 View citations (37)
27. The finite-sample distributions of heteroskedasticity robust Wald statistics
    Journal of Econometrics, 1991, 47, (1), 153-173 View citations (28)

1989

28. Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
    Econometrica, 1989, 57, (4), 971-77 View citations (20)

1987

29. Residual analysis in the grouped and censored normal linear model
    Journal of Econometrics, 1987, 34, (1-2), 33-61 View citations (119)
30. The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
    Econometrica, 1987, 55, (5), 1217-22 View citations (94)

1986

31. Specification testing when score test statistics are identically zero
    Journal of Econometrics, 1986, 31, (2), 121-149 View citations (46)

1985

32. Residual analysis for censored duration data
    Economics Letters, 1985, 18, (1), 35-38 View citations (1)
33. 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

34. Improving the Efficiency of Probit Estimators
    The Review of Economics and Statistics, 1984, 66, (3), 523-27 View citations (5)
35. Testing for Neglected Heterogeneity
    Econometrica, 1984, 52, (4), 865-72 View citations (92)

1983

36. An Econometric Analysis of Reservation Wages
    Econometrica, 1983, 51, (6), 1661-76 View citations (137)
37. The Estimation of Models of Labour Market Behaviour
    Review of Economic Studies, 1983, 50, (4), 609-624 View citations (28)
38. The information matrix test: Simplified calculation via a score test interpretation
    Economics Letters, 1983, 13, (1), 45-48 View citations (33)

1981

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

1979

40. Computation of search duration probabilities and the integral of the normal distribution function
    Economics Letters, 1979, 4, (4), 319-321
41. Testing the Law of Proportionate Effect
    Journal of Industrial Economics, 1979, 27, (4), 403-11 View citations (117)