Open AccessAn Agnostic Look at Bayesian Statistics and Econometrics
Author(s) -
Russell Davidson
Publication year - 2010
Publication title -
review of economic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.101
H-Index - 1
ISSN - 1973-3909
DOI - 10.15353/rea.v2i2.1470
Subject(s) - frequentist inference , bayesian probability , econometrics , statistical inference , frequentist probability , bayesian statistics , inference , argument (complex analysis) , bayesian inference , economics , statistics , mathematical economics , computer science , mathematics , artificial intelligence , biochemistry , chemistry
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.