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

Benedikt M. Pötscher; David Preinerstorfer

doi:10.3982/ECTA20819

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

Benedikt M. Pötscher^*, David Preinerstorfer

^*Korrespondierende*r Autor*in für diese Arbeit

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Forschung › Begutachtung

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.

Originalsprache	Englisch
Seiten (von - bis)	913-924
Seitenumfang	12
Fachzeitschrift	Econometrica
Jahrgang	92
Ausgabenummer	3
DOIs	https://doi.org/10.3982/ECTA20819
Publikationsstatus	Veröffentlicht - Mai 2024
Extern publiziert	Ja

Bibliographische Notiz

Publisher Copyright:
© 2024 The Authors. Econometrica published by John Wiley & Sons Ltd on behalf of The Econometric Society.

Zugriff auf Dokument

10.3982/ECTA20819

Zitat

@article{1f8130608aa94993a34d8b89f4d96f4d,

title = "A Comment on: “A Modern Gauss–Markov Theorem”",

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.",

author = "P{\"o}tscher, \{Benedikt M.\} and David Preinerstorfer",

note = "Publisher Copyright: {\textcopyright} 2024 The Authors. Econometrica published by John Wiley \& Sons Ltd on behalf of The Econometric Society.",

year = "2024",

month = may,

doi = "10.3982/ECTA20819",

language = "English",

volume = "92",

pages = "913--924",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "3",

}

TY - JOUR

T1 - A Comment on

T2 - “A Modern Gauss–Markov Theorem”

AU - Pötscher, Benedikt M.

AU - Preinerstorfer, David

PY - 2024/5

Y1 - 2024/5

N2 - 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.

AB - 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.

U2 - 10.3982/ECTA20819

DO - 10.3982/ECTA20819

M3 - Journal article

AN - SCOPUS:85195192749

SN - 0012-9682

VL - 92

SP - 913

EP - 924

JO - Econometrica

JF - Econometrica

IS - 3

ER -