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A Modern Gauss-Markov Theorem? Really?

Pötscher, Benedikt M. and Preinerstorfer, David (2022): A Modern Gauss-Markov Theorem? Really?

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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.

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