Pötscher, Benedikt M. and Preinerstorfer, David (2022): A Modern GaussMarkov Theorem? Really?
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Abstract
We show that the theorems in Hansen (2021a) (the version accepted by Econometrica), except for one, are not new as they coincide with classical theorems like the good old GaussMarkov or Aitken Theorem, respectively; the exceptional theorem is incorrect. Hansen (2021b)corrects this theorem. As a result, all theorems in the latter version coincide with the above mentioned classical theorems. Furthermore, we also show that the theorems in Hansen (2022)(the version forthcoming in Econometrica) either coincide with the classical theorems just mentioned, or contain extra assumptions that are alien to the GaussMarkov or Aitken Theorem.
Item Type:  MPRA Paper 

Original Title:  A Modern GaussMarkov Theorem? Really? 
Language:  English 
Keywords:  GaussMarkov Theorem, Aitken Theorem, unbiased estimation 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C20  General 
Item ID:  113122 
Depositing User:  Benedikt Poetscher 
Date Deposited:  18 May 2022 16:14 
Last Modified:  18 May 2022 16:14 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/113122 
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A Modern GaussMarkov Theorem? Really? (deposited 03 Apr 2022 19:15)
 A Modern GaussMarkov Theorem? Really? (deposited 18 May 2022 16:14) [Currently Displayed]