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

Bruce E. Hansen

Econometrica · 2024 · Volume 92 · Issue 3

DOI: 10.3982/ECTA22362

Abstract

This note makes a brief response to Portnoy (2022) and Pötscher and Preinerstorfer (2024), and discusses what instructors should teach about best unbiased estimation.

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