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Andrew Chesher

Andrew Chesher

Research Fellow

Education

BSocSc Mathematics, Economics & Statistics, University of Birmingham, 1970

Andrew is the Director of the ESRC Centre for Microdata Methods and Practice (Cemmap) and William Stanley Jevons Professor of Economics and Economic Measurement at University College London. He is a Fellow of the British Academy, Fellow of the Econometric Society and Honorary Foreign Member of the American Economic Association. His research interests cover many aspects of microeconometric theory and practice with currently an emphasis on identification analysis and instrumental variable models and methods.

 

Journal articles

Journal article | Journal of Econometrics
Journal article | Econometrica

Working papers

Cemmap Working Paper CWP27/17
This paper studies identification and estimation of the distribution of bidder valuations in an incomplete model of English auctions. As in Haile and Tamer (2003) bidders are assumed to (i) bid no more than their valuations and (ii) never let an opponent win at a price they are willing to beat. ...
Cemmap Working Paper CWP19/17
The impact of measurement error in explanatory variables on quantile regression functions is investigated using a small variance approximation. The approximation shows how the error contaminated and error free quantile regression functions are related. A key factor is the distribution of the error ...

Presentations

Presentation
This paper was presented at the 2013 Cowles Foundation for Research in Economics conference in Econometrics: Partial Identification, Weak Identification, and Related Econometric Problems. The conference took place on 5 June 2013 at YALE SOM, Watson Center.
Presentation
This paper was presented at Mathematisches Forschungsinstitut Oberwolfach conference on "Mathematical Statistics of Partially Identified Objects" on 22 April 2013.