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linearmodels v4.28 (+28) linearmodels.asset_pricing.results.GMMFactorModelResults.alphas

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Linear Factor Models for Asset Pricing
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linearmodels.asset_pricing.results.GMMFactorModelResults

linearmodels v4.28 (+28)

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
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linearmodels.asset_pricing.results.GMMFactorModelResults.alphas¶

property GMMFactorModelResults.alphas: Series¶

Mispricing estimates

Return type:: Series

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