论文标题
现代高斯定理？真的吗？
A Modern Gauss-Markov Theorem? Really?
论文作者
论文摘要
我们表明，汉森（2021a）的定理（经经济性的版本）除外，它并不是什么新鲜事物，因为它们与古典定理相吻合，例如诸如良好的旧高斯 - 马尔科夫（Gauss-Markov）或aitken定理。异常定理是不正确的。汉森（2021b）纠正了该定理。结果，后一个版本中的所有定理与上述古典定理一致。此外，我们还表明，汉森（2022）的定理（在计量经济学上出版的版本）要么与刚才提到的古典定理相吻合，要么包含与高斯 - 马尔科夫或aitken定理的额外假设。
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.
