linearmodels.iv.covariance.kernel_weight_bartlett¶

linearmodels.iv.covariance.kernel_weight_bartlett(bw: float, *args: int) → ndarray[source]¶

Kernel weights from a Bartlett kernel

Parameters:¶

bw: float¶

Maximum lag to used in kernel

Returns:¶

Weight array ordered by lag position (maxlag + 1)

Return type:¶

numpy.ndarray

Notes

\[w_i = 1 - i / (m + 1), \, i < m\]