[Feature Request]: Allow to pass kwargs to BLP models

[SvenKlaassen]

Describe the feature you want to propose or implement

Allow pass arguments to the fit() method of DoubleMLBLP.
This enables e.g. the use of different covariance types e.g. fit(cov_type='HC0') , see https://www.statsmodels.org/dev/generated/statsmodels.regression.linear_model.OLS.fit.html

This should then be supported by all cate and gate methods (and capo and gapo).

Propose a possible solution or implementation

Allow for kwargs in fit()

Did you consider alternatives to the proposed solution. If yes, please describe

No response

Comments, context or references

No response

[JanTeichertKluge]

• Use cov_params()
• Set default for covariance to HC_0