MIDASVAR.n_regressors# property MIDASVAR.n_regressors: int[source]# Regressors per equation, including the compressed block. Example >>> import numpy as np >>> rng = np.random.default_rng(0) >>> x, y = rng.standard_normal((60, 2)), rng.standard_normal((20, 3)) >>> MIDASVAR(y, x, order=1, period=3).n_regressors 6
