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                                            Lars Poppe

ENH: Add clustered Standard Errors for system models.

Thank you for your quick answer. Unfortunately, it seems not to work with `IVSystemGMM`: system_gmm = IVSystemGMM.from_formula(equations, data, weight_type="unadjusted") system_gmm.fit(cov_type = 'clustered') It throws a key error: `KeyError: 'clustered'`. See...

ENH: Add clustered Standard Errors for system models.

Ah, okay. Was hoping for a work around or something! Thank you!