  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.
