Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
Robert, Christian P. (2016), Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference, Journal of Financial Econometrics, 14, 2, p. 265-271. 10.1093/jjfinec/nbv005
Type
Article accepté pour publication ou publiéDate
2016Journal name
Journal of Financial EconometricsVolume
14Number
2Publisher
Oxford University Press
Pages
265-271
Publication identifier
Metadata
Show full item recordAbstract (EN)
This note is commenting on Ronald Gallant’s (2015) reflections on the construction of Bayesian prior distributions from moment conditions. The main conclusion is that the paper does not deliver a working principle that could justify inference based on such priors.Subjects / Keywords
Bayesian statistics; prior distribution; coherenceRelated items
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