An Agnostic Look at Bayesian Statistics and Econometrics | Zendy

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An 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.

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