linearmodels.shared.covariance.cov_kernel¶

linearmodels.shared.covariance.cov_kernel(z: ndarray, w: ndarray) → ndarray[source]¶

Core kernel covariance estimator

Parameters:¶

z: ndarray¶

n by k mean zero data array

w: ndarray¶

m by 1

Returns:¶

k by k kernel asymptotic covariance

Return type:¶

numpy.ndarray