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linearmodels v6.2 (+17)
linearmodels.panel.covariance.DriscollKraay.s2
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linearmodels
linearmodels v6.2 (+17)
linearmodels
Instrumental Variable Estimation
Panel Data Model Estimation
Panel Data Model Estimation
Introduction
Data Formats for Panel Data Analysis
Examples
Using formulas to specify models
Comparison with pandas Panel
OLS and Fama
Mac
Beth
Module Reference
Module Reference
Models for Panel Data
Estimation Results
Panel Model Covariance Estimators
Panel Model Covariance Estimators
linearmodels.
panel.
covariance.
Homoskedastic
Covariance
linearmodels.
panel.
covariance.
Heteroskedastic
Covariance
linearmodels.
panel.
covariance.
Clustered
Covariance
linearmodels.
panel.
covariance.
Driscoll
Kraay
linearmodels.
panel.
covariance.
Driscoll
Kraay
C
linearmodels.
panel.
covariance.
Driscoll
Kraay
C
linearmodels.
panel.
covariance.
Driscoll
Kraay
linearmodels.
panel.
covariance.
Driscoll
Kraay.
deferred_
cov
linearmodels.
panel.
covariance.
Driscoll
Kraay.
ALLOWED_
KWARGS
linearmodels.
panel.
covariance.
Driscoll
Kraay.
DEFAULT_
KERNEL
linearmodels.
panel.
covariance.
Driscoll
Kraay.
cov
linearmodels.
panel.
covariance.
Driscoll
Kraay.
eps
linearmodels.
panel.
covariance.
Driscoll
Kraay.
name
linearmodels.
panel.
covariance.
Driscoll
Kraay.
s2
linearmodels.
panel.
covariance.
Driscoll
Kraay.
s2
Contents
P
Driscoll
Kraay.
s2
linearmodels.
panel.
covariance.
ACCovariance
linearmodels.
panel.
covariance.
Fama
Mac
Beth
Covariance
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
Contents
P
Driscoll
Kraay.
s2
linearmodels.panel.covariance.DriscollKraay.s2
¶
property
DriscollKraay.
s2
:
float
¶
Error variance