Benedikt M. Pötscher, David Preinerstorfer
arXiv 2 Mar 2022 · Mathematics — Statistics Theory · 1 citations (OpenAlex)
arXiv:2203.01425 · PDF · DOI · OpenAlex · Extracted main text
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 Gauss-Markov 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 published in Econometrica) either coincide with the classical theorems just mentioned, or contain extra assumptions that are alien to the Gauss-Markov or Aitken Theorem.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Hansen, B. E (2022) A modern Gauss-Markov theorem | 1.000 | 42 | 5 | 100% |
| 2 | Hansen, B. E (2021) 1A modern Gauss-Markov theorem, September 2021. Version accepted for publication in Econometrica | 0.993 | 51 | 7 | 98% |
| 3 | Hansen, B. E (2021) 2A modern Gauss-Markov theorem, December 2021. Update of September 2021 version accepted for publication in Econometrica | 0.993 | 50 | 7 | 98% |
| 4 | Portnoy, S (2022) Linearity of unbiased linear model estimators | 0.874 | 7 | 2 | 100% |
| 5 | Hansen, B. E (2021) Econometrics | 0.843 | 3 | 3 | 100% |
| 6 | Koopmann, R (1982) Parameterschätzung bei a priori Information | 0.806 | 14 | 2 | 79% |
| 7 | Gnot, S., Knautz, G., Trenkler, G. and Zmyslony, R (1992) Nonlinear unbiased estimation in linear models | 0.737 | 5 | 2 | 60% |
| 8 | Kagan, A. M. and Salaevskii, O (1969) The admissibility of least-squares estimates is an exclusive property of the normal law | 0.737 | 3 | 2 | 100% |
| 9 | Halmos, P. R (1946) The theory of unbiased estimation | 0.644 | 3 | 2 | 67% |
| 10 | Kagan, A. M., Linnik, Y. V. and Rao, C. R (1973) Characterization problems in mathematical statistics | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 14 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | What Estimators Are Unbiased For Linear Models? | 1.000 | 13 | 3 |