Professor Andrew Chesher

The paper characterises identified sets of structural functions when endogenous variables are discrete.

The paper extends the analysis of structural quantile functions with endogenous arguments to cases in which there are discrete outcomes.

This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous.

University of East Anglia Economics Seminar

Conditions are provided under which there is local identification of measures of the relative sensitivity of the index to variations in pairs of its possibly endogenous arguments, namely ratios of partial derivatives of the index.

EUFP6 Microdata Research and Training Network Conference 8

Inaugural econometric theory lecture at the international symposium on econometric theory and applications, University of Kyoto

presented at the Far Eastern and South Asian meeting of the Econometric Society, University of Kyoto

This paper studies the identification of partial differences of nonseparable structural functions.

This paper studies models for discrete outcomes which permit explanatory variables to be endogenous.

An outcome is determined by a structural function in which theeect of variables of interest is transmitted through a scalar function of those vari-ables - an index. Multiple sources of stochastic variation are permitted to appear asarguments of the structural function, but not as arguments of the index. Conditionsare provided under which there is local identi?cation of ratios of partial derivativesof the index.

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function that depends on a discrete endogenous variable and is nonseparable in latent variates.

In additive error models with a discrete endogenous variable identification cannot be achieved under a marginal covariation condition when the support of instruments is sparse relative to the support of the endogenous variable