linearmodels.iv.covariance.kernel_weight_bartlett

kernel_weight_bartlett(bw, *args)

Kernel weights from a Bartlett kernel

Parameters

bw: int

Maximum lag to used in kernel

Returns

ndarray

Weight array ordered by lag position (maxlag + 1)

Notes

\[w_i = 1 - i / (m + 1), \, i < m\]

Return type

ndarray