How Likely to Be Caught: Identification and Estimation of Strategic Misreporting-厦门大学金融系

How Likely to Be Caught: Identification and Estimation of Strategic Misreporting
主讲人 Shengjie Hong 简介 <p>Data of self-reported variables are prone to measurement errors due to misreporting behaviors. We consider economic environments where the self-reporting behavior is determined by: 1) The payoff structure, i.e., benefits from misreporting and penalties; and 2) The detection rate, i.e., the probability of being caught for misreporting. Under regularity conditions, we achieve nonparametric identification of the detection rate function, and proposed a three-step procedure to consistently estimation it. A desirable feature of our methods is that they do not rely on the specification of the payoff structure. As an empirical illustration, we apply our methods to study financial fraudulent reporting in China.</p>
时间 2016-11-03(Thursday)16:40-18:00 地点 N303, Econ Building
讲座语言 English 主办单位
承办单位 类型 系列讲座
联系人信息 主持人 Shan Zhou
专题网站 专题
主讲人简介 <p>Assistant Professor, Department of Economics, Tsinghua University.</p> <p><a href="/Upload/File/2016/10/20161028084034335.pdf"><span style="color: rgb(0, 0, 255);"><u><strong>Prof. Shengjie Hong's CV&nbsp;</strong></u></span></a></p> 期数 厦门大学高级计量经济学与统计学系列讲座2016秋季学期第三讲(总第86讲)
系列讲座