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linearmodels 6.1
linearmodels.panel.covariance.ACCovariance.eps
Initializing search
linearmodels
linearmodels 6.1
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.
ACCovariance
linearmodels.
panel.
covariance.
ACCovariance
C
linearmodels.
panel.
covariance.
ACCovariance
C
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panel.
covariance.
ACCovariance
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panel.
covariance.
ACCovariance.
deferred_
cov
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panel.
covariance.
ACCovariance.
ALLOWED_
KWARGS
linearmodels.
panel.
covariance.
ACCovariance.
DEFAULT_
KERNEL
linearmodels.
panel.
covariance.
ACCovariance.
cov
linearmodels.
panel.
covariance.
ACCovariance.
eps
linearmodels.
panel.
covariance.
ACCovariance.
eps
Contents
P
ACCovariance.
eps
linearmodels.
panel.
covariance.
ACCovariance.
name
linearmodels.
panel.
covariance.
ACCovariance.
s2
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
ACCovariance.
eps
linearmodels.panel.covariance.ACCovariance.eps
¶
property
ACCovariance.
eps
:
ndarray
¶
Model residuals