I’m currently a PhD candidate from Department of Economics of University of California at Riverside.

My fields of interest are econometric theory with a focus on partial identification, microeconomic theory, industrial organization.

You can find my Vita here: CV

Job Market Paper: Inference for Moment Inequalities with Nuisance Functions

Abstract: This paper develops a method to construct confidence set for partially identified finite-dimensional parameters of interest from a finite number of moment inequalities which involve point identified infinite-dimensional nuisance parameters. We first point identify the nuisance parameters that are mean square projections and then construct the confidence set for the parameters of interest in two-steps. The effect of nuisance parameters on the confidence set is characterized by a corresponding influence function of the sample mean of the moment functions through a reparametrized GMM condition and the general formula of the asymptotic variance of the sample mean is derived. The violation to the moment inequalities while approximating the nuisance parameters is addressed along with the two-step procedure where a Bonferroni-type correction is critical to the uniform asymptotic size. We prove the uniform asymptotic size control property of the constructed confidence set, while the uniform bootstrapping consistency when nuisance parameters are present is derived. We illustrate the method by developing a complete structural model of a static discrete incomplete information game with state-dependent interaction effects among radio stations considered in De Paula and Tang (2012), where there is a need to approximate the true conditional choice probabilities as the nuisance parameters.

You can find my Job Market Paper here: JMP

Contact Information

Email: kfang016@ucr.edu

Last update: October 13 2025