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- Title
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference.
- Authors
Amengual, Dante; Sentana, Enrique
- Abstract
The authors discuss aspects of the traditional Bayesian approach which based on the combination of specified density for data. They examine the methodological considerations of the distribution of the values of unknown model parameters. The authors cite the dominance of Bayesian counterpart in the number and computational simplicity of limited-information procedures.
- Subjects
BAYESIAN analysis; PARAMETERS (Statistics); INFERENCE (Logic); VALUES clarification; THEORY of knowledge
- Publication
Journal of Financial Econometrics, 2016, Vol 14, Issue 2, p248
- ISSN
1479-8409
- Publication type
Opinion
- DOI
10.1093/jjfinec/nbv006