← All authors Andrew Chesher University College London (from arXiv:2607.10043, 2026) · ORCID · OpenAlex
53 papers in scope · 51 published · 2 on the econ.EM arXiv · 3,257 citations · h-index 27 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Kevin Dano Bo E. Honoré Chris Muris Christopher Dobronyi Stéphane Bonhomme Bryan S. Graham Kyoo il Kim Rui Wang Martin Weidner Wayne Yuan Gao Jinyong Hahn Yi Zhang Ming Li Jiaying Gu Fu Ouyang Thomas Tao Yang Lixiong Li Hiroaki Kaido Victor Chernozhukov Iván Fernández-Val Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 53)
working paper 2026 · arXiv
Extending the scope of instrumental variable methods
published 2024 · Econometrics Journal · 1 citations
working paper 2024 · arXiv
Estimating Endogenous Effects on Ordinal Outcomes
published 2023 · The Review of Economics and Statistics · 9 citations · first circulated 2019
IV methods for Tobit models
published 2023 · Journal of Econometrics · 21 citations · first circulated 2021
Understanding the effect of measurement error on quantile regressions
published 2017 · Journal of Econometrics · 22 citations
Generalized Instrumental Variable Models
published 2017 · Econometrica · 95 citations · first circulated 2013
Treatment effect estimation with covariate measurement error
published 2013 · Journal of Econometrics · 35 citations · first circulated 2009
with Erich Battistin
An instrumental variable random‐coefficients model for binary outcomes
published 2013 · Econometrics Journal · 27 citations · first circulated 2012
An instrumental variable model of multiple discrete choice
published 2013 · Quantitative Economics · 66 citations · first circulated 2011
What Do Instrumental Variable Models Deliver with Discrete Dependent Variables?
published 2013 · American Economic Review · 26 citations
SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION
published 2012 · Econometric Theory · 22 citations · first circulated 2011
IV models of ordered choice
published 2011 · Journal of Econometrics · 41 citations · first circulated 2009
with Konrad Smolinski
Instrumental Variable Models for Discrete Outcomes
published 2010 · Econometrica · 82 citations · first circulated 2008
Excess heterogeneity, endogeneity and index restrictions
published 2009 · Journal of Econometrics · 15 citations
Instrumental values
published 2006 · Journal of Econometrics · 18 citations · first circulated 2002
Endogeneity, instruments and identification
published 2006 · Journal of Econometrics · 4 citations
Nonparametric Identification under Discrete Variation
published 2005 · Econometrica · 150 citations · first circulated 2003
Identification of sensitivity to variation in endogenous variables
published 2004 · Econometric Society 2004 Australasian Meetings
The Econometric Society Research Monograph Series Report of the Editors
published 2003 · Econometrica
with Matthew R. Jackson
Identification in Nonseparable Models
published 2003 · Econometrica · 380 citations
Duration response measurement error
published 2002 · Journal of Econometrics · 29 citations
with Montezuma Dumangane, Richard J. Smith
Welfare Measurement and Measurement Error
published 2002 · The Review of Economic Studies · 81 citations · first circulated 2001
with Christian Schlüter
Transitions from home to marriage of young Americans
published 2002 · Journal of Applied Econometrics · 52 citations · first circulated 2001
Taste Variation in Discrete Choice Models
published 2002 · The Review of Economic Studies · 88 citations
with João Santos Silva
On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable
published 2000 · Computational Economics · 1 citations
with Simon Peters
Individual demands from household aggregates: time and age variation in the composition of diet
published 1998 · Journal of Applied Econometrics · 39 citations
Diet Revealed?: Semiparametric Estimation of Nutrient Intake–Age Relationships
published 1997 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 59 citations
Likelihood Ratio Specification Tests
published 1997 · Econometrica · 41 citations
with Richard J. Smith
Non-normal variation and regression to the mean
published 1997 · Statistical Methods in Medical Research · 20 citations
Bartlett corrections to likelihood ratio statistics
published 1995 · Biometrika
with Richard Smith
no link
Bartlett corrections to likelihood ratio tests
published 1995 · Biometrika · 14 citations
A Mirror Image Invariance for M-Estimators
published 1995 · Econometrica · 11 citations
Symmetry, Regression Design, and Sampling Distributions
published 1994 · Econometric Theory · 11 citations
with Simon Peters
Asymptotic Expansions of the Information Matrix Test Statistic
published 1991 · Econometrica · 100 citations
The effect of measurement error
published 1991 · Biometrika · 185 citations
The finite-sample distributions of heteroskedasticity robust Wald statistics
published 1991 · Journal of Econometrics · 50 citations
with Gerard Austin
Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
published 1989 · Econometrica · 33 citations
The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
published 1987 · Econometrica · 188 citations
with Ian Jewitt
INCOME ELASTICITIES OF DEMANDS FOR FOODS IN GREAT BRITAIN
published 1987 · Journal of Agricultural Economics · 19 citations
with Hedley Rees
Residual analysis in the grouped and censored normal linear model
published 1987 · Journal of Econometrics · 217 citations
with Margaret Irish
Specification testing when score test statistics are identically zero
published 1986 · Journal of Econometrics · 79 citations · first circulated 1984
with Lung-fei Lee
Score tests for zero covariances in recursive linear models for grouped or censored data
published 1985 · Journal of Econometrics · 16 citations
Residual analysis for censored duration data
published 1985 · Economics Letters · 17 citations
with Tony Lancaster
Improving the Efficiency of Probit Estimators
published 1984 · The Review of Economics and Statistics · 19 citations
Testing for Neglected Heterogeneity
published 1984 · Econometrica · 207 citations
An Econometric Analysis of Reservation Wages
published 1983 · Econometrica · 241 citations
with Tony Lancaster
The Estimation of Models of Labour Market Behaviour
published 1983 · The Review of Economic Studies · 78 citations
with Tony Lancaster
The information matrix test
published 1983 · Economics Letters · 104 citations
Stock and flow sampling
published 1981 · Economics Letters · 12 citations
with Tony Lancaster
Vehicle Depreciation and Interest Costs: Some Evidence from Brazil
published 1981 · Transport Research for Social and Economic Progress. Proceedings of the Second World Conference on Transport ResearchUnited Kingdom GovernmentOrganisation for Economic Cooperation and DevelopmentEuropean Conference of Ministers of Transport · 2 citations
with R. Wes Harrison, Joffre Swait́
no link
Testing the Law of Proportionate Effect
published 1979 · Journal of Industrial Economics · 226 citations
Some Measures of the “Difference” between Regression Models
published 1976 · Journal of the American Statistical Association · 4 citations
with James B. Ramsey
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