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

This contribution reflects the author’s on-going study of issues that arise for Bayesian inference using observed functions of the observables that the model addresses directly. In this paper, “model” becomes moment conditions, and much of the same technology can be applied. The questions that arise, at least in the absence of a proper prior distribution, are deep and difficult. The paper states that they are much alleviated given a proper prior...