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Andrew Chesher

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Personal Details

First Name: Andrew
Middle Name:
Last Name: Chesher
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RePEc Short-ID: pch17

Email:
Homepage: http://www.ucl.ac.uk/economics/people/chesher
Postal Address:
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Affiliation

(90%) Department of Economics
University College London (UCL)
Location: London, United Kingdom
Homepage: http://www.ucl.ac.uk/economics/
Email:
Phone:
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Postal: Gower Street, London WC1E 6BT
Handle: RePEc:edi:deucluk (more details at EDIRC)
(10%) Centre for Microdata Methods and Practice CeMMAP
Homepage: http://www.cemmap.ac.uk
Location: UK, London

Works

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Working papers

  1. Andrew Chesher & Adam Rosen, 2013. "Generalised instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Andrew Chesher & Adam Rosen, 2013. "What do instrumental variable models deliver with discrete dependent variables?," CeMMAP working papers CWP10/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Andrew Chesher & Adam Rosen, 2012. "Simultaneous equations for discrete outcomes:coherence, completeness, and identification," CeMMAP working papers CWP21/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Andrew Chesher & Adam Rosen, 2012. "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers CWP34/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. 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.
  6. Andrew Chesher, 2011. "Semiparametric structural models of binary response: shape restrictions and partial identification," CeMMAP working papers CWP31/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. 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.
  8. 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.
  9. Andrew Chesher, 2009. "Single equation endogenous binary reponse models," CeMMAP working papers CWP23/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  10. 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.
  11. Andrew Chesher, 2008. "Instrumental variable models for discrete outcomes," CeMMAP working papers CWP30/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. Andrew Chesher, 2007. "Endogeneity and discrete outcomes," CeMMAP working papers CWP05/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  13. Andrew Chesher, 2005. "Identification with excess heterogeneity," CeMMAP working papers CWP19/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. 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.
  15. 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.
  16. Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," Econometric Society 2004 Australasian Meetings 353, Econometric Society.
  17. Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  18. Andrew Chesher, 2003. "Nonparametric identification with discrete endogenous variables," CeMMAP working papers CWP06/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  19. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers CWP17/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Andrew Chesher, 2002. "Semiparametric identification in duration models," CeMMAP working papers CWP20/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  21. Andrew Chesher, 2002. "Local identification in nonseparable models," CeMMAP working papers CWP05/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  22. Andrew Chesher, 2001. "Quantile driven identification of structural derivatives," CeMMAP working papers CWP08/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  23. 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.
  24. 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.
  25. Andrew Chesher, 2001. "Exogenous impact and conditional quantile functions," Econometrics 0108001, EconWPA.
  26. 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.
  27. Andrew Chesher, 2000. "Polynomial Regression with Normal Covariate Measurement Error," Econometric Society World Congress 2000 Contributed Papers 1911, Econometric Society.
  28. 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).

Articles

  1. Battistin, Erich & Chesher, Andrew, 2014. "Treatment effect estimation with covariate measurement error," Journal of Econometrics, Elsevier, vol. 178(2), pages 707-715.
  2. Andrew Chesher & Adam M. Rosen & Konrad Smolinski, 2013. "An instrumental variable model of multiple discrete choice," Quantitative Economics, Econometric Society, vol. 4(2), pages 157-196, 07.
  3. Chesher, Andrew, 2013. "Semiparametric Structural Models Of Binary Response: Shape Restrictions And Partial Identification," Econometric Theory, Cambridge University Press, vol. 29(02), pages 231-266, April.
  4. Andrew Chesher & Adam M. Rosen, 2013. "What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?," American Economic Review, American Economic Association, vol. 103(3), pages 557-62, May.
  5. Chesher, Andrew & Smolinski, Konrad, 2012. "IV models of ordered choice," Journal of Econometrics, Elsevier, vol. 166(1), pages 33-48.
  6. Andrew Chesher, 2010. "Instrumental Variable Models for Discrete Outcomes," Econometrica, Econometric Society, vol. 78(2), pages 575-601, 03.
  7. Chesher, Andrew, 2009. "Excess heterogeneity, endogeneity and index restrictions," Journal of Econometrics, Elsevier, vol. 152(1), pages 37-45, September.
  8. Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007. "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July.
  9. Chesher, Andrew, 2007. "Instrumental values," Journal of Econometrics, Elsevier, vol. 139(1), pages 15-34, July.
  10. Andrew Chesher, 2005. "Nonparametric Identification under Discrete Variation," Econometrica, Econometric Society, vol. 73(5), pages 1525-1550, 09.
  11. Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, 09.
  12. Chesher, Andrew & Schluter, Christian, 2002. "Welfare Measurement and Measurement Error," Review of Economic Studies, Wiley Blackwell, vol. 69(2), pages 357-78, April.
  13. 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.
  14. 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.
  15. Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
  16. 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.
  17. 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.
  18. 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.
  19. Andrew Chesher & Richard J. Smith, 1997. "Likelihood Ratio Specification Tests," Econometrica, Econometric Society, vol. 65(3), pages 627-646, May.
  20. Chesher, Andrew, 1995. "A Mirror Image Invariance for M-Estimators," Econometrica, Econometric Society, vol. 63(1), pages 207-11, January.
  21. Chesher, Andrew & Peters, Simon, 1994. "Symmetry, Regression Design, and Sampling Distributions," Econometric Theory, Cambridge University Press, vol. 10(01), pages 116-129, March.
  22. 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.
  23. Chesher, Andrew & Spady, Richard, 1991. "Asymptotic Expansions of the Information Matrix Test Statistic," Econometrica, Econometric Society, vol. 59(3), pages 787-815, May.
  24. 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.
  25. Chesher, Andrew & Jewitt, Ian, 1987. "The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator," Econometrica, Econometric Society, vol. 55(5), pages 1217-22, September.
  26. 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.
  27. 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.
  28. Lancaster, Tony & Chesher, Andrew, 1985. "Residual analysis for censored duration data," Economics Letters, Elsevier, vol. 18(1), pages 35-38.
  29. 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.
  30. Chesher, Andrew, 1984. "Improving the Efficiency of Probit Estimators," The Review of Economics and Statistics, MIT Press, vol. 66(3), pages 523-27, August.
  31. Chesher, Andrew D, 1984. "Testing for Neglected Heterogeneity," Econometrica, Econometric Society, vol. 52(4), pages 865-72, July.
  32. 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.
  33. Lancaster, Tony & Chesher, Andrew, 1983. "An Econometric Analysis of Reservation Wages," Econometrica, Econometric Society, vol. 51(6), pages 1661-76, November.
  34. Chesher, Andrew, 1983. "The information matrix test : Simplified calculation via a score test interpretation," Economics Letters, Elsevier, vol. 13(1), pages 45-48.
  35. Lancaster, Tony & Chesher, Andrew, 1981. "Stock and flow sampling," Economics Letters, Elsevier, vol. 8(1), pages 63-65.
  36. Chesher, Andrew, 1979. "Testing the Law of Proportionate Effect," Journal of Industrial Economics, Wiley Blackwell, vol. 27(4), pages 403-11, June.
  37. 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

27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CWA: Central & Western Asia (1) 2013-04-06
  2. NEP-DCM: Discrete Choice Models (5) 2010-04-17 2011-02-26 2012-01-25 2013-04-06 2013-09-13. Author is listed
  3. NEP-ECM: Econometrics (22) 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 2011-10-09 2012-09-03 2012-11-24 2013-04-06 2013-09-13 2014-02-21. Author is listed
  4. NEP-LTV: Unemployment, Inequality & Poverty (1) 2001-12-04
  5. NEP-TRE: Transport Economics (1) 2012-01-25
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2012-01-25

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Closeness measure in co-authorship network
  27. Breadth of citations across fields
  28. Wu-Index
  29. Strength of students

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