6.6.6.1.12. statsmodels.sandbox.panel.sandwich_covariance.weights_bartlett¶

statsmodels.sandbox.panel.sandwich_covariance.weights_bartlett(nlags)[source]¶

Bartlett weights for HAC

this will be moved to another module

Parameters:

nlags : int

highest lag in the kernel window, this does not include the zero lag

Returns:

kernel : ndarray, (nlags+1,)

weights for Bartlett kernel