Some comments about A. Ronald Gallant's "Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference"

Christian P. Robert (Universit\'e Paris-Dauphine; CREST); University of Warwick

arxiv: 1502.01527 · v1 · pith:5BPKVXFLnew · submitted 2015-02-05 · 📊 stat.ME · stat.CO

Some comments about A. Ronald Gallant's "Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference"

Christian P. Robert (Universit\'e Paris-Dauphine , University of Warwick , CREST) This is my paper

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keywords bayesianconditionsgallantinferencemomentreflectionsronaldcommenting

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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.

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Some comments about A. Ronald Gallant's "Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference"

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