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linearmodels v4.28 (+28) linearmodels.system.results.GMMSystemResults.sigma

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linearmodels.system.results.GMMSystemResults

linearmodels v4.28 (+28)

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linearmodels.system.results.GMMSystemResults.sigma¶

property GMMSystemResults.sigma: DataFrame¶

Estimated residual covariance

Return type:: DataFrame

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© Copyright 2017, Kevin Sheppard.

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