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 two-step testing 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. 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. The general formula of the asymptotic variance of the sample mean is derived. 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.

KEYWORDS: partial identification, semiparametrics, moment inequalities, uniform asymptotic size, pathwise derivative, Bonferroni-type correction, two-step procedure, bootstrap, conditional choice probability, structure model

You can find my Job Market Paper here: JMP

Adaptive Test for Conditional Moment Inequalities with Nuisance Functions (Working in Progress)

Identification and Estimation of Moment Inequalities (Working in Progress)

Contact Information

Email: kfang016@ucr.edu

Last update: October 13 2025