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

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aF-I du