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Article Dans Une Revue Journal of Financial Econometrics Année : 2016

Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference

Résumé

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.

Dates et versions

hal-01409283 , version 1 (05-12-2016)

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Christian Robert. Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference. Journal of Financial Econometrics, 2016, 14 (2), pp.265-271. ⟨10.1093/jjfinec/nbv005⟩. ⟨hal-01409283⟩
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