An Agnostic Look at Bayesian Statistics and Econometrics

Russell Davidson

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Abstract: 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 `àdvocate'', and Christian Robert on the Bayesian side.

Keywords: Bayesian methods; bootstrap; Bahadur-Savage result (search for similar items in EconPapers)
Date: 2010-11-30
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00541163
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Journal Article: An Agnostic Look at Bayesian Statistics and Econometrics (2010)
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