cov
covariance
nendog
nexog
nvar
nportfolio
premia
jacobian
Jacobian
loadings
mispricing
ndep
nparameters
reweighting
reweight
nentity
covariances
nfactor
differencing
exog
endog
ninstr
regressor
pval
shea
df
resid
resids
overidentifying
overidentified
Heteroskedasticity
heteroskedasticity
heteroskedastic
Homoskedasticity
homoskedasticity
homoskedastic
unadjusted
debiased
autocorrelation
nconstraints
Covariance
GMM
doi
http
dx
rsquared
bartlett
parzen
andrews
newey
ndependent
neq
NaN
vals
orthogonalized
exogeneity
Regressand
overidentification
exogeneity
rescaled
endogeneity
maxlag
ncluster
docstrings
Docstrings
inv
debiasing
orthogonalizing
orthogonalization
differenced
covariates
denom
iterable
KernelCovariance
OneWayClusteredCovariance
jss
partialed
GLS
Regressors
parameterization
Todo
fcode
poolability
parameterization
Prespecified
neqn
reparameterizing
multiway
systemfit
groupby
categoricals
Univariate
programmatically
prespecified
equicorrelation
qs
submodels
Eq
misspecified
nobs
Healthcare
indices
org
