PanelVARResult.min_time_dimension

property PanelVARResult.min_time_dimension: int

Observations in the shortest unit, which is what the Nickell bias tracks.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> units = [rng.standard_normal((n, 2)) for n in (60, 45, 90)]
>>> PanelVAR(units, order=1).fit().min_time_dimension
45