Skip to content
logo
linearmodels v7.1 (+8)
linearmodels.panel.covariance.DriscollKraay.cov
Initializing search
    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
            • C linearmodels.panel.covariance.DriscollKraay
              • linearmodels.panel.covariance.DriscollKraay.deferred_cov
              • linearmodels.panel.covariance.DriscollKraay.ALLOWED_KWARGS
              • linearmodels.panel.covariance.DriscollKraay.DEFAULT_KERNEL
              • linearmodels.panel.covariance.DriscollKraay.cov
                • P DriscollKraay.cov
              • linearmodels.panel.covariance.DriscollKraay.eps
              • linearmodels.panel.covariance.DriscollKraay.name
              • linearmodels.panel.covariance.DriscollKraay.s2
          • linearmodels.panel.covariance.ACCovariance
          • linearmodels.panel.covariance.FamaMacBethCovariance
        • Panel Data Structures
        • Test Data Generation
      • Formulas and Mathematical Detail
      • Implementation Choices
    • Linear Factor Models for Asset Pricing
    • System Regression Models
    • Utilities
    • Compatibility
    • Type Aliases
    • Module Plans
    • Contributing
    • Change Log
    • References
    • P DriscollKraay.cov

    linearmodels.panel.covariance.DriscollKraay.cov¶

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

    Estimated covariance

    © Copyright 2021, Kevin Sheppard.
    Created using Sphinx 8.1.3. and Sphinx-Immaterial