Search Results

Parameter approximations for quantile regressions with measurement error,
Andrew Chesher, from Institute for Fiscal Studies (2001)

Exogenous impact and conditional quantile functions,
Andrew Chesher, from Institute for Fiscal Studies (2001)

SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION,
Andrew Chesher, in Econometric Theory (2013)

Excess heterogeneity, endogeneity and index restrictions,
Andrew Chesher, in Journal of Econometrics (2009)
Keywords: Control functions Endogeneity Identification Index restrictions Nonseparable models

Instrumental values,
Andrew Chesher, in Journal of Econometrics (2007)

Score tests for zero covariances in recursive linear models for grouped or censored data,
Andrew Chesher, in Journal of Econometrics (1985)

Understanding the effect of measurement error on quantile regressions,
Andrew Chesher, in Journal of Econometrics (2017)
Keywords: Measurement error; Parameter approximations; Quantile regression;

Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests,
Andrew Chesher, in Econometrica (1989)

Identification of sensitivity to variation in endogenous variables,
Andrew Chesher, from Econometric Society (2004)
Keywords: Identification, nonparametric methods, nonseparable models, quantile regression, endogeneity, discrete endogenous variables

Instrumental Variable Models for Discrete Outcomes,
Andrew Chesher, in Econometrica (2010)

Polynomial Regression with Normal Covariate Measurement Error,
Andrew Chesher, from Econometric Society (2000)

Testing the Law of Proportionate Effect,
Andrew Chesher, in Journal of Industrial Economics (1979)

Nonparametric Identification under Discrete Variation,
Andrew Chesher, in Econometrica (2005)

Exogenous impact and conditional quantile functions,
Andrew Chesher, from University Library of Munich, Germany (2001)
Keywords: endogeneity, quantile regression, identification, structural models, instrumental variables, quantile independence

Diet Revealed?: Semiparametric Estimation of Nutrient Intake–Age Relationships,
Andrew Chesher, in Journal of the Royal Statistical Society Series A (1997)

Individual demands from household aggregates: time and age variation in the composition of diet,
Andrew Chesher, in Journal of Applied Econometrics (1998)

Identification in Nonseparable Models,
Andrew Chesher, in Econometrica (2003)

A Mirror Image Invariance for M-Estimators,
Andrew Chesher, in Econometrica (1995)

Understanding the effect of measurement error on quantile regressions,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: measurement error, parameter approximations, quantile regression.

Semiparametric structural models of binary response: shape restrictions and partial identification,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)

Single equation endogenous binary reponse models,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)

Instrumental variable models for discrete outcomes,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)

Endogeneity and discrete outcomes,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)

Identification with excess heterogeneity,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2005)

Identification in additive error models with discrete endogenous variables,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004)

Identification of sensitivity to variation in endogenous variables,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004)

Nonparametric identification under discrete variation,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003)

Nonparametric identification with discrete endogenous variables,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003)

Semiparametric identification in duration models,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Instrumental Values,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Local identification in nonseparable models,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Quantile driven identification of structural derivatives,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001)

Exogenous impact and conditional quantile functions,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001)

Parameter approximations for quantile regressions with measurement error,
Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001)

The information matrix test: Simplified calculation via a score test interpretation,
Andrew Chesher, in Economics Letters (1983)

Testing for Neglected Heterogeneity,
Andrew Chesher, in Econometrica (1984)

Registered author: Andrew Chesher

Welfare measurement and measurement error,
Andrew Chesher and Christian Schluter, from Institute for Fiscal Studies (2001)

Symmetry, Regression Design, and Sampling Distributions,
Andrew Chesher and Simon Peters, in Econometric Theory (1994)

Stock and flow sampling,
Tony Lancaster and Andrew Chesher, in Economics Letters (1981)

The finite-sample distributions of heteroskedasticity robust Wald statistics,
Andrew Chesher and Gerard Austin, in Journal of Econometrics (1991)

IV models of ordered choice,
Andrew Chesher and Konrad Smolinski, in Journal of Econometrics (2012)
Keywords: Endogeneity; Incomplete models; Instrumental variables; Ordered choice; Ordered probit; Set identification; Threshold crossing models;

Treatment effect estimation with covariate measurement error,
Erich Battistin and Andrew Chesher, in Journal of Econometrics (2014)
Keywords: Measurement error; Potential outcomes; Parameter asymptotics; Treatment effects;

The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator,
Andrew Chesher and Ian Jewitt, in Econometrica (1987)

On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable,
Simon Peters and Andrew Chesher, in Computational Economics (2000)
Keywords: enumeration, hypothesis test, Probit model, size, power

Counterfactual Worlds,
Andrew Chesher and Adam Rosen, in Annals of Economics and Statistics (2021)
Keywords: Conditional Independence, Counterfactual Inference, Endogeneity, Incomplete Models, Instrumental Variables, Partial Identification, Random Sets.

What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?,
Andrew Chesher and Adam Rosen, in American Economic Review (2013)

Incomplete English auction models with heterogeneity,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2017)

Simultaneous equations for discrete outcomes: coherence, completeness, and identification,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2012)

An instrumental variable random coefficients model for binary outcomes,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2012)

What do instrumental variable models deliver with discrete dependent variables?,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2013)

Generalized instrumental variable models,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2013)

Generalized instrumental variable models,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2014)

Counterfactual worlds,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2015)

Identification of the distribution of valuations in an incomplete model of English auctions,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2015)

Characterizations of identified sets delivered by structural econometric models,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2015)

Characterizations of identified sets delivered by structural econometric models,
Andrew Chesher and Adam Rosen, from Institute for Fiscal Studies (2016)

Generalized Instrumental Variable Models,
Andrew Chesher and Adam Rosen, in Econometrica (2017)

An instrumental variable random‐coefficients model for binary outcomes,
Andrew Chesher and Adam Rosen, in Econometrics Journal (2014)

Likelihood Ratio Specification Tests,
Andrew Chesher and Richard Smith, in Econometrica (1997)

An Econometric Analysis of Reservation Wages,
Tony Lancaster and Andrew Chesher, in Econometrica (1983)

The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability,
Andrew Chesher and Erich Battistin, from Econometric Society (2004)
Keywords: potential outcomes, small sigma asymptotics, treatment effects

Welfare Measurement and Measurement Error,
Andrew Chesher and Christian Schluter, in The Review of Economic Studies (2002)

Counterfactual worlds,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021)

Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)

Structural modeling of simultaneous discrete choice,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)

Generalized Instrumental Variable Models, Methods, and Applications,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)

Generalized instrumental variable models, methods, and applications,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)

Incomplete English auction models with heterogeneity,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)

Characterizations of identified sets delivered by structural econometric models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: instrumental variables, endogeneity, excess heterogeneity, limited information, par- tial identfii?cation, random sets, incomplete models, English auctions.

Characterizations of identified sets delivered by structural econometric models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: Instrumental variables; endogeneity; excess heterogeneity; limited information; set identification; partial identification; random sets; incomplete models

Identification of the distribution of valuations in an incomplete model of English auctions,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: English auctions; partial identification; sharp set identification; generalized instrumental variable models

Counterfactual worlds,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)

Generalized instrumental variable models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)

Generalized instrumental variable models,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: instrumental variables, endogeneity, excess heterogeneity, limited information, set identification, partial identification, random sets, incomplete models

What do instrumental variable models deliver with discrete dependent variables?,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: discrete endogenous variables; endogeneity; incomplete models; instrumental variables; set identification, structual econometrics

An instrumental variable random coefficients model for binary outcomes,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
Keywords: random coefficients, instrumental variables, endogeneity, incomplete models, set identification, partial identification, random sets

Simultaneous equations for discrete outcomes: coherence, completeness, and identification,
Andrew Chesher and Adam Rosen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)

Sharp identified sets for discrete variable IV models,
Andrew Chesher and Konrad Smolinski, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)

IV models of ordered choice,
Andrew Chesher and Konrad Smolinski, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)

Treatment effect estimation with covariate measurement error,
Erich Battistin and Andrew Chesher, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)

Welfare measurement and measurement error,
Andrew Chesher and Christian Schluter, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2001)

The Estimation of Models of Labour Market Behaviour,
Andrew Chesher and Tony Lancaster, in The Review of Economic Studies (1983)

Asymptotic Expansions of the Information Matrix Test Statistic,
Andrew Chesher and Richard Spady, in Econometrica (1991)

Residual analysis for censored duration data,
Tony Lancaster and Andrew Chesher, in Economics Letters (1985)

Residual analysis in the grouped and censored normal linear model,
Andrew Chesher and Margaret Irish, in Journal of Econometrics (1987)

Duration response measurement error,
Andrew Chesher, Montezuma Dumangane and Richard Smith, in Journal of Econometrics (2002)

Specification testing when score test statistics are identically zero,
Lung-Fei Lee and Andrew Chesher, in Journal of Econometrics (1986)

IV methods for Tobit models,
Andrew Chesher, Dongwoo Kim and Adam Rosen, in Journal of Econometrics (2023)
Keywords: Censored outcomes; Endogeneity; Incomplete models; Instrumental variables; Partial identification; Stochastic censoring;

Robust Analysis of Short Panels,
Andrew Chesher, Adam Rosen and Yuanqi Zhang, from arXiv.org (2024)