An Agnostic Look at Bayesian Statistics and Econometrics
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.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Davidson, Russell & Flachaire, Emmanuel, 2007.
"Asymptotic and bootstrap inference for inequality and poverty measures,"
Journal of Econometrics,
Elsevier, vol. 141(1), pages 141-166, November.
- Russell Davidson & Emmanuel Flachaire, 2004. "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques v04100, Université Panthéon-Sorbonne (Paris 1).
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175929, HAL.
- Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
- Davidson, Russell, 2009. "Reliable inference for the Gini index," Journal of Econometrics, Elsevier, vol. 150(1), pages 30-40, May.
- Russell Davidson, 2007. "Reliable Inference For The Gini Index," Working Papers halshs-00353856, HAL.
- Russell Davidson, 2009. "Reliable inference for the GINI Index," Working Papers halshs-00443553, HAL.
- Pierre Perron & Zhongjun Qu, 2007. "An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts," Boston University - Department of Economics - Working Papers Series wp2007-044, Boston University - Department of Economics. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:ren:journl:v:2:y:2010:i:2:p:153-168. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dr. Jerzy (Jurek) Konieczny)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.