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linearmodels v4.28 (+28) linearmodels.iv.covariance.ClusteredCovariance.cov

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Instrumental Variable Estimation
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linearmodels.iv.covariance.ClusteredCovariance

linearmodels v4.28 (+28)

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
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linearmodels.iv.covariance.ClusteredCovariance.cov¶

property ClusteredCovariance.cov: ndarray¶

Covariance of estimated parameters

Return type:: ndarray

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