test_json.has_key(['response'][0]['user']['first_name'])

def has_nested_key(dict_or_list, *keys):
    for key in keys:
        try:
            dict_or_list = dict_or_list[key]
        except (KeyError, IndexError):
            return False
    return True
 
# usage
data = {'response': [{'user':{'first_name': 'some_name'}}]}
 
print has_nested_key(data, 'response', 0, 'user', 'first_name')
print has_nested_key(data, 'response', 0, 'user', 'last_name')
print has_nested_key(data, 'response', 1, 'user', 'first_name')

from collections import defaultdict
def tree():
    return defaultdict(tree)
 
lupin = tree()
lupin["express"][3] = "stand and deliver"