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arch 4.13 (+31) arch.unitroot.cointegration.DynamicOLSResults.cov_type

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Unit Root Testing
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arch.unitroot.cointegration.DynamicOLSResults

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
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arch.unitroot.cointegration.DynamicOLSResults.cov_type¶

property DynamicOLSResults.cov_type¶

The type of parameter covariance estimator used

Return type: str

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