Reporting bias in incomplete information model

DOI10.1016/J.ECONLET.2014.01.021MaRDI QIDQ2453012zbMATH OpenOpenAlexWikidataFDO

Authors Maurice Peat, Jiri Svec, Jue Wang

Publication date 6 June 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2014.01.021

zbMATH Keywords

credit riskincomplete informationreporting biasskew normal

Mathematics Subject Classification ID

Economics of information (91B44)

Recommendations

• CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION
• Biases in dynamic models with fixed effects
• Generalised rational bias in financial forecasts
• Nearly unbiased estimation of sample skewness
• Modeling credit risk with partial information.

Cites work

• Disclosures and Asset Returns
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 2144815 (Why is no real title available?)
• Term Structures of Credit Spreads with Incomplete Accounting Information

Cited in

(3)

• Collecting Information Reported by Imperfect Information Sources
• The Bias Due to Incomplete Matching
• Estimation Theory of Selective Reporting: The Best-1-of-k Report

This page was built for publication: Reporting bias in incomplete information model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2453012)