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Some comments on model development and posterior existence

C. Fernandez and Mark Steel

Econometric Reviews, 1999, vol. 18, issue 1, 89-96

Abstract: We wish to congratulate John Geweke on producing such an interesting and complete paper. We are delighted to see that serious attempts to make Bayesian methods more generally understood and available are being undertaken. In addition, a number of quite challenging issues is addressed here. Whereas we agree with most of what is stated in the paper, it is our (perceived) duty to single out those things that we feel are more contentious. However, we hope that this can lead to a stimulating discussion of general interest and hopefully to our better understanding of these issues.

Date: 1999
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DOI: 10.1080/07474939908800430

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