UC Riverside

I study the problem of partial identification in the presence of nuisance functions in terms of moment inequality models in three dimensions. First of all, I discuss the inference for partially identified parameters of interest in unconditional moment inequalities while there are point identified nuisance functions. The parameters of interest are partially identified by the confidence set of the true parameters of interest that satisfies the uniform asymptotic size control property. Secondly, I apply the method to develop a novel structure model to infer the partially idenfied interaction effects of radio stations in the U.S. while the conditional choice probabilities serve as the nuisance functions. Our empirical results indicate negative interaction effects among different radio commercial markets. In the third dimension, I discuss the inference for partially identified parameters of interest in conditional moment inequalities while there are point identified nuisance functions. The necessary parameters of interest are also partially identified by the confidence set of the true parameters of interest that satisfies the uniform asymptotic size control property.