{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,4]],"date-time":"2026-03-04T16:24:34Z","timestamp":1772641474082,"version":"3.50.1"},"reference-count":14,"publisher":"The Econometric Society","issue":"3","license":[{"start":{"date-parts":[[2024,1,1]],"date-time":"2024-01-01T00:00:00Z","timestamp":1704067200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["ECTA"],"abstract":"<jats:p>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\u20137 in Hansen (2022) contain extra assumptions not present in the classical Gauss\u2013Markov or Aitken theorem, and thus the former theorems do not contain the latter ones as special cases.<\/jats:p>","DOI":"10.3982\/ecta20819","type":"journal-article","created":{"date-parts":[[2024,6,3]],"date-time":"2024-06-03T05:21:40Z","timestamp":1717392100000},"page":"913-924","source":"Crossref","is-referenced-by-count":1,"title":["A Comment on: \n            <i>\u201cA Modern Gauss\u2013Markov Theorem\u201d<\/i>"],"prefix":"10.3982","volume":"92","author":[{"given":"Benedikt M.","family":"P\u00f6tscher","sequence":"first","affiliation":[{"name":"Department of Statistics, University of Vienna"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"David","family":"Preinerstorfer","sequence":"additional","affiliation":[{"name":"SEPS-SEW, University of St. Gallen"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"2359","published-online":{"date-parts":[[2024]]},"reference":[{"key":"ecta200678-bib-0001","doi-asserted-by":"crossref","first-page":"5","DOI":"10.1080\/02331889208802348","volume":"23","author":"Gnot","year":"1992","journal-title":"Statistics"},{"key":"ecta200678-bib-0002","volume-title":"A Course in Econometrics","author":"Goldberger","year":"1991"},{"key":"ecta200678-bib-0003","volume-title":"Statistics and Econometric Models","volume":"1","author":"Gourieroux","year":"1995"},{"key":"ecta200678-bib-0004","doi-asserted-by":"crossref","first-page":"34","DOI":"10.1214\/aoms\/1177731020","volume":"17","author":"Halmos","year":"1946","journal-title":"Ann. Math. Statist."},{"key":"ecta200678-bib-0005","doi-asserted-by":"crossref","first-page":"1283","DOI":"10.3982\/ECTA19255","volume":"90","author":"Hansen","year":"2022","journal-title":"Econometrica"},{"key":"ecta200678-bib-0006","volume-title":"Econometrics","author":"Hayashi","year":"2000"},{"key":"ecta200678-bib-0007","series-title":"Mathematical Systems in Economics","volume-title":"Nichtlineare Sch\u00e4tzung des Parametervektors im linearen Regressionsmodell","volume":"133","author":"Knautz","year":"1993"},{"key":"ecta200678-bib-0008","doi-asserted-by":"crossref","first-page":"293","DOI":"10.1016\/S0378-3758(99)00023-3","volume":"81","author":"Knautz","year":"1999","journal-title":"J. Statist. Plann. Inference"},{"key":"ecta200678-bib-0009","volume-title":"Parametersch\u00e4tzung bei a priori Information","author":"Koopmann","year":"1982"},{"key":"ecta200678-bib-0010","doi-asserted-by":"crossref","first-page":"372","DOI":"10.1080\/00031305.2022.2076743","volume":"76","author":"Portnoy","year":"2022","journal-title":"American Statistician"},{"key":"ecta200678-bib-0011","unstructured":"P\u00f6tscher, Benedikt M., and David Preinerstorfer (2022): \u201cA Modern Gauss-Markov Theorem? Really?\u201d arXiv:2203.01425."},{"key":"ecta200678-bib-0012","series-title":"Springer Series in Statistics","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4899-0024-1","volume-title":"Linear Models","author":"Rao","year":"1995"},{"key":"ecta200678-bib-0013","doi-asserted-by":"crossref","first-page":"184","DOI":"10.2178\/bsl\/1243948486","volume":"15","author":"Rosendal","year":"2009","journal-title":"The Bulletin of Symbolic Logic"},{"key":"ecta200678-bib-0014","volume-title":"Principles of Econometrics","author":"Theil","year":"1971"}],"container-title":["Econometrica"],"original-title":[],"language":"en","deposited":{"date-parts":[[2024,6,3]],"date-time":"2024-06-03T05:25:45Z","timestamp":1717392345000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.econometricsociety.org\/doi\/10.3982\/ECTA20819"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024]]},"references-count":14,"journal-issue":{"issue":"3","published-online":{"date-parts":[[2024]]}},"alternative-id":["10.3982\/ECTA20819"],"URL":"https:\/\/doi.org\/10.3982\/ecta20819","relation":{},"ISSN":["0012-9682"],"issn-type":[{"value":"0012-9682","type":"print"}],"subject":[],"published":{"date-parts":[[2024]]}}}