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