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明德经济学堂—明德经济学研讨会第74期
发文时间:2025-06-24

新葡京官方

会议时间:2025年6月24日10:00-11:30(周二)

会议地点明德主楼734

主讲人:范延琴 华盛顿大学经济系教授

主持人:马骏副教授

主题:Partial Identification in Moment Models with Incomplete Data via Optimal Transport

讲座简介

In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a moment equality model with incomplete data. We establish a novel characterization of the identified set for the true parameter in terms of a continuum of inequalities defined by optimal transport costs. For a special class of moment functions, we show that the identified set is convex, and its support function can be easily computed by solving an optimal transport problem. We demonstrate the generality and effectiveness of our approach through several running examples, including the linear projection model and two algorithmic fairness measures.

个人简介

范延琴,华盛顿大学 Castor 经济学讲席教授,华盛顿大学统计学兼职教授。1990年获加拿大安大略省伦敦市西安大略大学经济学博士学位。研究方向为计量经济学理论。论文发表在Econometrica Journal of Econometrics、Review of Economics and Statistics、Review of Economic Studies、Journal of the American Statistical Association等期刊。此外,范教授担任Journal of Econometrics期刊的合作主编。