An Agnostic Look at Bayesian Statistics and Econometrics

Authors

  • Russell Davidson

DOI:

https://doi.org/10.15353/rea.v2i2.1470

Abstract

Bayesians and non-Bayesians, often called frequentists, seem to be perpetually at loggerheads on fundamental questions of statistical inference. This paper takes as agnostic a stand as is possible for a practising frequentist, and tries to elicit a Bayesian answer to questions of interest to frequentists. The argument is based on my presentation at a debate organised by the Rimini Centre for Economic Analysis, between me as the frequentist “advocate”, and Christian Robert on the Bayesian side.

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Published

2010-08-06

Issue

Vol. 2 No. 2 (2010)

Section

Articles

License

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