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Instrumental Variable Estimation
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linearmodels.iv.covariance.HeteroskedasticCovariance

linearmodels 4.27

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
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linearmodels.iv.covariance.HeteroskedasticCovariance.cov¶

property HeteroskedasticCovariance.cov: ndarray¶

Covariance of estimated parameters

Return type: ndarray

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