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Andrew Chesher

 

  • William Stanley Jevons Professor of Economics and Economic Measurement, UCL
  • Director, ESRC Centre for Microdata Methods and Practice (CeMMAP)

Fellowships, etc

Research Interests

  • Econometric theory, methods and practice
  • Microeconometric methods
  • Identification analysis

Some recent working papers

  • “Robust Analysis of Short Panels”, (2024) cemmap Working Paper CWP01/24  (with Adam Rosen and Yuanqi Zhang)
  • "Incomplete English auction models with heterogeneity”, (2017) cemmap working paper CWP27/17 
  • “Simultaneous Equations for Discrete Outcomes: Coherence, Completeness and Identification,” (2012) cemmap Working Paper CWP 21/12 (with A Rosen)

Recent articles

  • “Estimating Endogenous Effects on Ordinal Outcomes,” (with Adam Rosen and Zahra Siddique), Review of Economics and Statistics, forthcoming. CWP66/19
  • “IV Methods for Tobit Models,” (with Dongwoo Kim and Adam Rosen), Journal of Econometrics, 2023, 235(22), 1700-1724. View
  • “Counterfactual Worlds,” (with Adam Rosen), Annals of Economics and Statistics, 2021, 142, 311-335. View
  • “Generalized Instrumental Variable Models, Methods and Applications”, (with Adam Rosen) Chapter 1 in The Handbook of Econometrics Volume 7A, edited by Steven Durlauf, Lars Peter Hansen, James Heckman and Rosa Matzkin, Elsevier, 2020. View
  • “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

Some favourites of mine

  • "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
  • “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
  • “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

Presentations

2024

  • March 1, Georgetown University
  • March 4, Yale University
  • March 8, New York University
  • March 26, Royal Economic Society Conference, Belfast
  • April 9, Northwestern University
  • April 10, University of Chicago
  • April 11, University of California Los Angeles
  • April 12-13, University of Southern California
  • April 16, University of California Riverside
  • April 24, Conference on Models of Strategic Interaction, CSEF and Università degli Studi di Napoli Federico II
  • May 20-21, Rimini Centre for Economic Analysis, Brunel University
  • June 5-6, AWE III, Aarhus University
  • September 16, National University of Singapore
  • September 16, Nanyang Technological University Singapore
  • September 20, Singapore Management University

2023

  • October 12, University College London
  • November 16, Latin America Meeting of the Econometric Society, Bogotá,
  • December 9, EC2 Conference on Identification and Inference, University of Manchester
     

2022

  • February 9, Cambridge University
  • March 25, Conference in honour of James Powell, University of California Berkeley
  • May 5, Montréal University
  • June 21, Conference of the International Association of Applied Econometrics, Kings College London
  • July 7, Conference on Econometrics for Modern Data Structures, Toulouse School of Economics
  • July 13, Econometric Study Group, University of Bristol
  • August 13, CeMMAP SNU Workshop Advances in Econometrics, Seoul National University
  • November 3, Latin America Meeting of the Econometric Society, Lima.
     

2021

  • June 3, Cowles Foundation, Yale University
  • September 8, XXI International Conference on Econometrics, OR and Statistics, Ankara
     

2020

  • October 14, Johns Hopkins University
     

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

Ziyuan Mu
Yuanqi Zhang
Giuseppe Forte 
 

Graduated

Jeff Rowley, UCL, 2024
Marleen Marra, UCL, 2019
Dongwoo Kim, UCL, 2019
Eleni Aristodemou, UCL, 2016
Benjamin Skrainka, UCL, 2011
Sami Stouli, UCL, 2015
Esmeralda Ramalho, Bristol, 2002
Joaquim Ramalho, Bristol, 2002
Montezuma Dumangane, Bristol, 2000
Sian Noble, 1999, Bristol
Robert Crenian, Bristol, 1999
Maria Aurora Galego, Bristol, 1997
Victor Wee, Bristol, 1997 
Wayne Thomas, Bristol, 1996
Jose Manuel de Matos Passos, Bristol, 1996
Simon Peters, Bristol, 1995 
Juha Kettunen, Bristol, 1994
João Santos Silva, Bristol, 1992
Peter Moffat, Bristol, 1991

Andrew Chesher