An Agnostic Look at Bayesian Statistics and Econometrics

Russell Davidson

Review of Economic Analysis, 2010, vol. 2, issue 2, 153-168

Abstract: Bayesians and non-Bayesians, often called frequentists, seem to be perpetually at logger- heads 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.

Keywords: Bayesian methods; bootstrap; Bahadur-Savage result (search for similar items in EconPapers)
JEL-codes: C10 C11 C50 (search for similar items in EconPapers)
Date: 2010
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Working Paper: An Agnostic Look at Bayesian Statistics and Econometrics (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:ren:journl:v:2:y:2010:i:2:p:153-168

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