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linearmodels v4.28 (+28) linearmodels.asset_pricing.covariance.KernelCovariance.jacobian

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

linearmodels v4.28 (+28)

Instrumental Variable Estimation
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linearmodels.asset_pricing.covariance.KernelCovariance.jacobian¶

property KernelCovariance.jacobian: ndarray¶

The Jacobian

Return type:: ndarray

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