.. _asset_pricing-module-reference: ================ Module Reference ================ .. _asset_pricing-module-reference-models: Linear Asset Pricing Models --------------------------- .. module:: linearmodels.asset_pricing.model :synopsis: Models for asset prices .. currentmodule:: linearmodels.asset_pricing.model .. autosummary:: :toctree: asset-pricing/ LinearFactorModel LinearFactorModelGMM TradedFactorModel .. _asset_pricing-module-reference-results: Estimation Results ------------------ .. module:: linearmodels.asset_pricing.results :synopsis: Results for asset pricing models .. currentmodule:: linearmodels.asset_pricing.results .. autosummary:: :toctree: asset-pricing/ LinearFactorModelResults GMMFactorModelResults .. _asset_pricing-module-reference-covariance: Linear Asset Pricing Model Covariance Estimators ------------------------------------------------ .. module:: linearmodels.asset_pricing.covariance :synopsis: Covariance estimators for asset pricing models .. currentmodule:: linearmodels.asset_pricing.covariance .. autosummary:: :toctree: asset-pricing/ HeteroskedasticCovariance KernelCovariance