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linearmodels 4.27 linearmodels.asset_pricing.covariance.KernelCovariance.bandwidth

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Linear Factor Models for Asset Pricing
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linearmodels.asset_pricing.covariance.KernelCovariance

linearmodels 4.27

Instrumental Variable Estimation
Panel Data Model Estimation
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linearmodels.asset_pricing.covariance.KernelCovariance.bandwidth¶

property KernelCovariance.bandwidth: float¶

Bandwidth used in estimation

Return type: float

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