Andrew Chesher
Personal Details
First Name: Andrew
Middle Name:
Last Name: Chesher
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RePEc Short-ID: pch17
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Affiliation
(in no particular order)Centre for Microdata Methods and Practice (CEMMAP)
Location: London, United Kingdom
Institute for Fiscal Studies (IFS)
Homepage: http://cemmap.ifs.org.uk/
Email:
Phone: +44 (0)20 7291 4800
Fax: +44 (0)20 7323 4780
Postal: 7 Ridgmount Street, London WC1E 7AE
Handle: RePEc:edi:cmifsuk (more details at EDIRC)Department of Economics
Location: London, United Kingdom
University College London (UCL)
Homepage: http://www.ucl.ac.uk/economics/
Email:
Phone:
Fax:
Postal: Gower Street, London WC1E 6BT
Handle: RePEc:edi:deucluk (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011.
"An instrumental variable model of multiple discrete choice,"
CeMMAP working papers
CWP06/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP39/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Konrad Smolinski, 2010. "Sharp identified sets for discrete variable IV models," CeMMAP working papers CWP11/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2009. "Single equation endogenous binary reponse models," CeMMAP working papers CWP23/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Erich Battistin & Andrew Chesher, 2009. "Treatment effect estimation with covariate measurement error," CeMMAP working papers CWP25/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Konrad Smolinski, 2009. "IV models of ordered choice," CeMMAP working papers CWP37/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2008.
"Instrumental variable models for discrete outcomes,"
CeMMAP working papers
CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2010. "Instrumental Variable Models for Discrete Outcomes," Econometrica, Econometric Society, vol. 78(2), pages 575-601, 03.
- Andrew Chesher, 2007.
"Endogeneity and discrete outcomes,"
CeMMAP working papers
CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2007. "Endogeneity and discrete outcomes," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2005.
"Identification with excess heterogeneity,"
CeMMAP working papers
CWP19/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2005. "Identfication with excess heterogeneity," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2004.
"Identification in additive error models with discrete endogenous variables,"
CeMMAP working papers
CWP11/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2004. "Identification in additive error models with discrete endogenous variables," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher & Erich Battistin, 2004. "The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability," Econometric Society 2004 North American Summer Meetings 339, Econometric Society.
- Andrew Chesher, 2004.
"Identification of sensitivity to variation in endogenous variables,"
Econometric Society 2004 Australasian Meetings
353, Econometric Society.
- Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers CWP10/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2004. "Identification of sensitivity to variation in endogenous variables," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2003.
"Nonparametric identification under discrete variation,"
CeMMAP working papers
CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2005. "Nonparametric Identification under Discrete Variation," Econometrica, Econometric Society, vol. 73(5), pages 1525-1550, 09.
- Chesher, A, 2003. "Nonparametric identification under discrete variation," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2003. "Nonparametric identification with discrete endogenous variables," CeMMAP working papers CWP06/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2002.
"Instrumental Values,"
CeMMAP working papers
CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, Andrew, 2007. "Instrumental values," Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July.
- Andrew Chesher, 2002. "Local identification in nonseparable models," CeMMAP working papers CWP05/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2002.
"Semiparametric identification in duration models,"
CeMMAP working papers
CWP20/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2002. "Semiparametric identification in duration models," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2001.
"Parameter approximations for quantile regressions with measurement error,"
CeMMAP working papers
CWP02/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2001. "Parameter approximations for quantile regressions with measurement error," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2001.
"Exogenous impact and conditional quantile functions,"
Econometrics
0108001, EconWPA.
- Chesher, A, 2001. "Exogenous impact and conditional quantile functions," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," CeMMAP working papers CWP01/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Christian Schluter, 2001.
"Welfare measurement and measurement error,"
CeMMAP working papers
CWP03/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, Andrew & Schluter, Christian, 2002. "Welfare Measurement and Measurement Error," Review of Economic Studies, Wiley Blackwell, vol. 69(2), pages 357-78, April.
- Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper, 2001.
"Transitions from home to marriage of young Americans,"
MPIDR Working Papers
WP-2001-004, Max Planck Institute for Demographic Research, Rostock, Germany.
- Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper, 2002. "Transitions from home to marriage of young Americans," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 1-23.
- Andrew Chesher, 2001.
"Quantile driven identification of structural derivatives,"
CeMMAP working papers
CWP08/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2001. "Quantile driven identification of structural derivatives," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2000. "Polynomial Regression with Normal Covariate Measurement Error," Econometric Society World Congress 2000 Contributed Papers 1911, Econometric Society.
- Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999.
"Bartlett Identities Tests,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999. "Bartlett Identities Tests," Working Papers 99-32, Centre de Recherche en Economie et Statistique.
- CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," CORE Discussion Papers 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Chesher, A., 1999. "Age and gender variation in food energy and nutrient intakes, 1974-1998," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Chesher, A. & Lechene, V., 1997. "Variations in family budget shares by net family income," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Chesher, A & Peters, S, 1994.
"Symmetry, Regression Design and Sampling Distributions,"
Open Access publications from University College London
http://discovery.ucl.ac.u, University College London.
- Chesher, Andrew & Peters, Simon, 1994. "Symmetry, Regression Design, and Sampling Distributions," Econometric Theory, Cambridge University Press, vol. 10(01), pages 116-129, March.
- Chesher, A, 1984.
"Improving the Efficiency of Probit Estimators,"
Open Access publications from University College London
http://discovery.ucl.ac.u, University College London.
- Chesher, Andrew, 1984. "Improving the Efficiency of Probit Estimators," The Review of Economics and Statistics, MIT Press, vol. 66(3), pages 523-27, August.
Articles
- Andrew Chesher, 2010.
"Instrumental Variable Models for Discrete Outcomes,"
Econometrica,
Econometric Society, vol. 78(2), pages 575-601, 03.
- Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, Andrew, 2009. "Excess heterogeneity, endogeneity and index restrictions," Journal of Econometrics, Elsevier, vol. 152(1), pages 37-45, September.
- Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007. "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July.
- Chesher, Andrew, 2007.
"Instrumental values,"
Journal of Econometrics,
Elsevier, vol. 139(1), pages 15-34, July.
- Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher, 2005.
"Nonparametric Identification under Discrete Variation,"
Econometrica,
Econometric Society, vol. 73(5), pages 1525-1550, 09.
- Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, A, 2003. "Nonparametric identification under discrete variation," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, 09.
- Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
- Chesher, Andrew & Schluter, Christian, 2002.
"Welfare Measurement and Measurement Error,"
Review of Economic Studies,
Wiley Blackwell, vol. 69(2), pages 357-78, April.
- Andrew Chesher & Christian Schluter, 2001. "Welfare measurement and measurement error," CeMMAP working papers CWP03/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chesher, Andrew & Santos Silva, J M C, 2002. "Taste Variation in Discrete Choice Models," Review of Economic Studies, Wiley Blackwell, vol. 69(1), pages 147-68, January.
- Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper, 2002.
"Transitions from home to marriage of young Americans,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 17(1), pages 1-23.
- Arnstein Aassve & Simon Burgess & Andrew Chesher & Carol Propper, 2001. "Transitions from home to marriage of young Americans," MPIDR Working Papers WP-2001-004, Max Planck Institute for Demographic Research, Rostock, Germany.
- Simon Peters & Andrew Chesher, 2000. "On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable," Computational Economics, Society for Computational Economics, vol. 15(3), pages 273-289, June.
- Andrew Chesher, 1998. "Individual demands from household aggregates: time and age variation in the composition of diet," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 505-524.
- Andrew Chesher & Richard J. Smith, 1997. "Likelihood Ratio Specification Tests," Econometrica, Econometric Society, vol. 65(3), pages 627-646, May.
- Andrew Chesher, 1997. "Diet Revealed?: Semiparametric Estimation of Nutrient Intake-Age Relationships," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 389-428.
- Chesher, Andrew, 1995. "A Mirror Image Invariance for M-Estimators," Econometrica, Econometric Society, vol. 63(1), pages 207-11, January.
- Chesher, Andrew & Peters, Simon, 1994.
"Symmetry, Regression Design, and Sampling Distributions,"
Econometric Theory,
Cambridge University Press, vol. 10(01), pages 116-129, March.
- Chesher, A & Peters, S, 1994. "Symmetry, Regression Design and Sampling Distributions," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Chesher, Andrew & Spady, Richard, 1991. "Asymptotic Expansions of the Information Matrix Test Statistic," Econometrica, Econometric Society, vol. 59(3), pages 787-815, May.
- Chesher, Andrew & Austin, Gerard, 1991. "The finite-sample distributions of heteroskedasticity robust Wald statistics," Journal of Econometrics, Elsevier, vol. 47(1), pages 153-173, January.
- Chesher, Andrew, 1989. "Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests," Econometrica, Econometric Society, vol. 57(4), pages 971-77, July.
- Chesher, Andrew & Irish, Margaret, 1987. "Residual analysis in the grouped and censored normal linear model," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 33-61.
- Chesher, Andrew & Jewitt, Ian, 1987. "The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 55(5), pages 1217-22, September.
- Lee, Lung-Fei & Chesher, Andrew, 1986. "Specification testing when score test statistics are identically zero," Journal of Econometrics, Elsevier, vol. 31(2), pages 121-149, March.
- Lancaster, Tony & Chesher, Andrew, 1985. "Residual analysis for censored duration data," Economics Letters, Elsevier, vol. 18(1), pages 35-38.
- Chesher, Andrew, 1985. "Score tests for zero covariances in recursive linear models for grouped or censored data," Journal of Econometrics, Elsevier, vol. 28(3), pages 291-305, June.
- Chesher, Andrew, 1984.
"Improving the Efficiency of Probit Estimators,"
The Review of Economics and Statistics,
MIT Press, vol. 66(3), pages 523-27, August.
- Chesher, A, 1984. "Improving the Efficiency of Probit Estimators," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
- Chesher, Andrew D, 1984. "Testing for Neglected Heterogeneity," Econometrica, Econometric Society, vol. 52(4), pages 865-72, July.
- Chesher, Andrew & Lancaster, Tony, 1983. "The Estimation of Models of Labour Market Behavior," Review of Economic Studies, Wiley Blackwell, vol. 50(4), pages 609-24, October.
- Chesher, Andrew, 1983. "The information matrix test : Simplified calculation via a score test interpretation," Economics Letters, Elsevier, vol. 13(1), pages 45-48.
- Lancaster, Tony & Chesher, Andrew, 1983. "An Econometric Analysis of Reservation Wages," Econometrica, Econometric Society, vol. 51(6), pages 1661-76, November.
- Lancaster, Tony & Chesher, Andrew, 1981. "Stock and flow sampling," Economics Letters, Elsevier, vol. 8(1), pages 63-65.
- Chesher, Andrew, 1979. "Testing the Law of Proportionate Effect," Journal of Industrial Economics, Wiley Blackwell, vol. 27(4), pages 403-11, June.
- Chesner, Andrew D. & Lancaster, Tony, 1979. "Computation of search duration probabilities and the integral of the normal distribution function," Economics Letters, Elsevier, vol. 4(4), pages 319-321.
NEP Fields
20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-DCM: Discrete Choice Models (2) 2010-04-17 2011-02-26
- NEP-ECM: Econometrics (16) 2001-12-26 2001-12-26 2001-12-26 2002-06-13 2002-09-28 2002-12-10 2004-10-30 2005-06-14 2005-06-14 2007-04-09 2009-04-05 2010-04-17 2010-04-17 2010-04-17 2010-06-11 2011-02-26 Author is listed
- NEP-LTV: Unemployment, Inequality & Poverty (1) 2001-12-04
Statistics
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Closeness measure in co-authorship network
- Wu-Index
Most cited item
- Lancaster, Tony & Chesher, Andrew, 1983. "An Econometric Analysis of Reservation Wages," Econometrica, Econometric Society, vol. 51(6), pages 1661-76, November.
Most downloaded item (past 12 months)
- Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP06/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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