An Agnostic Look at Bayesian Statistics and Econometrics

Auteurs-es

  • Russell Davidson

DOI :

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

Résumé

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.

Téléchargements

Publié-e

2010-08-06

Numéro

Rubrique

Articles