A Modern Gauss-Markov Theorem? Really?

Benedikt Pötscher and David Preinerstorfer

MPRA Paper from University Library of Munich, Germany

Abstract: We show that the theorems in Hansen (2021b) (Econometrica, forthcoming) are not new as they coincide with classical theorems like the good old Gauss-Markov or Aitken Theorem, respectively.

Keywords: Gauss-Markov Theorem; Aitken Theorem; unbiased estimation (search for similar items in EconPapers)
JEL-codes: C13 C20 (search for similar items in EconPapers)
Date: 2022-02
New Economics Papers: this item is included in nep-cwa, nep-ecm, nep-ets and nep-ore
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Working Paper: A Modern Gauss-Markov Theorem? Really? (2023)
Working Paper: A Modern Gauss-Markov Theorem? Really? (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:112185

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