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

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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
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linearmodels.asset_pricing.results.GMMFactorModelResults.tstats¶

property GMMFactorModelResults.tstats: DataFrame¶: Parameter t-statistics

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