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linearmodels 7.0
linearmodels.panel.covariance.ACCovariance.cov
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    linearmodels
    linearmodels
    • Instrumental Variable Estimation
    • Panel Data Model Estimation
      • Introduction
      • Data Formats for Panel Data Analysis
      • Examples
      • Using formulas to specify models
      • Comparison with pandas PanelOLS and FamaMacBeth
      • Module Reference
        • Models for Panel Data
        • Estimation Results
        • Panel Model Covariance Estimators
          • linearmodels.panel.covariance.HomoskedasticCovariance
          • linearmodels.panel.covariance.HeteroskedasticCovariance
          • linearmodels.panel.covariance.ClusteredCovariance
          • linearmodels.panel.covariance.DriscollKraay
          • linearmodels.panel.covariance.ACCovariance
            • C linearmodels.panel.covariance.ACCovariance
              • linearmodels.panel.covariance.ACCovariance.deferred_cov
              • linearmodels.panel.covariance.ACCovariance.ALLOWED_KWARGS
              • linearmodels.panel.covariance.ACCovariance.DEFAULT_KERNEL
              • linearmodels.panel.covariance.ACCovariance.cov
                • P ACCovariance.cov
              • linearmodels.panel.covariance.ACCovariance.eps
              • linearmodels.panel.covariance.ACCovariance.name
              • linearmodels.panel.covariance.ACCovariance.s2
          • linearmodels.panel.covariance.FamaMacBethCovariance
        • Panel Data Structures
        • Test Data Generation
      • Formulas and Mathematical Detail
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    • Linear Factor Models for Asset Pricing
    • System Regression Models
    • Utilities
    • Compatibility
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    • References
    • P ACCovariance.cov

    linearmodels.panel.covariance.ACCovariance.cov¶

    property ACCovariance.cov : ndarray[tuple[int, ...], dtype[float64]][source]¶

    Estimated covariance

    © Copyright 2021, Kevin Sheppard.
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