A Comment on: “A Modern Gauss–Markov Theorem”

S-Tier
Journal: Econometrica
Year: 2024
Volume: 92
Issue: 3
Pages: 913-924

Authors (2)

Benedikt M. Pötscher (Universität Wien) David Preinerstorfer (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We show that Theorem 4 in Hansen (2022) applies to exactly the same class of estimators as does the classical Aitken theorem. We furthermore point out that Theorems 5–7 in Hansen (2022) contain extra assumptions not present in the classical Gauss–Markov or Aitken theorem, and thus the former theorems do not contain the latter ones as special cases.

Technical Details

RePEc Handle
repec:wly:emetrp:v:92:y:2024:i:3:p:913-924
Journal Field
General
Author Count
2
Added to Database
2026-01-29