linearmodels.iv.covariance.kernel_optimal_bandwidth¶ linearmodels.iv.covariance.kernel_optimal_bandwidth(x: ndarray, kernel: str = 'bartlett') → int[source]¶ Parameters:¶ x: ndarray¶Array of data to use when computing optimal bandwidth kernel: str = 'bartlett'¶Name of kernel to use. Supported kernels include: ”bartlett”, “newey-west” - Bartlett’s kernel ”parzen”, “gallant” - Parzen’s kernel ”qs”, “quadratic-spectral”, “andrews” - Quadratic spectral kernel Returns:¶ Optimal bandwidth. Set to nobs - 1 if computed bandwidth is larger. Return type:¶ int Notes Todo Explain mathematics involved References See also linearmodels.iv.covariance.kernel_weight_bartlett, linearmodels.iv.covariance.kernel_weight_parzen, linearmodels.iv.covariance.kernel_weight_quadratic_spectral