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20072024
most citedThe distribution of model averaging estimators and an impossibility result regarding its estimation

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econ.EM2024

Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion

Benedikt M. Pötscher

In Pötscher and Preinerstorfer (2022) and in the abridged version Pötscher and Preinerstorfer (2024, published in Econometrica) we have tried to clear up the confusion introduced i…