The linearization estimator of V () can be found by the method outlined in Section 9.1 (see

The linearization estimator of V (Ḃ) can be found by the method outlined in Section 9.1 (see Shah et al., 1977). However, the calculations are easier using the Demnati–Rao (2004) method discussed in Exercise 23 of Chapter 9. Show (11.11) using the Demnati–Rao method. Use the fact that if F is a nonsingular matrix whose entries are functions of u, then