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

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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
System Regression Models
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linearmodels.asset_pricing.results.GMMFactorModelResults.betas¶

property GMMFactorModelResults.betas: DataFrame¶

Estimated factor loadings

Return type:: DataFrame

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