Skip to content

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

Type to start searching

Release Development

Instrumental Variable Estimation
Module Reference
linearmodels.iv.covariance.KernelCovariance

linearmodels v4.28 (+28)

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
System Regression Models
Utilities
Compatibility
Module Plans
Contributing
Change Log
References

Show Source

linearmodels.iv.covariance.KernelCovariance.cov¶

property KernelCovariance.cov: ndarray¶

Covariance of estimated parameters

Return type:: ndarray

Previous linearmodels.iv.covariance.KernelCovariance.config

Next linearmodels.iv.covariance.KernelCovariance.debiased

© Copyright 2017, Kevin Sheppard.

Created using Sphinx 5.0.2. and Material for Sphinx