Skip to content

linearmodels 4.27 linearmodels.asset_pricing.covariance.KernelCovariance.inv_jacobian

Type to start searching

Release Development

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

linearmodels 4.27

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
System Regression Models
Utilities
Compatibility
Module Plans
Contributing
Change Log
References

Show Source

linearmodels.asset_pricing.covariance.KernelCovariance.inv_jacobian¶

property KernelCovariance.inv_jacobian: ndarray¶

Inverse Jacobian

Return type: ndarray

Previous linearmodels.asset_pricing.covariance.KernelCovariance.cov

Next linearmodels.asset_pricing.covariance.KernelCovariance.jacobian

© Copyright 2017, Kevin Sheppard.

Created using Sphinx 5.0.1. and Material for Sphinx