ProxySVAR.k_instruments

property ProxySVAR.k_instruments: int

Number of instrument series.

Example

>>> import numpy as np
>>> from cultivars.multivariate.reduced_form.vector_autoregression import VAR
>>> rng = np.random.default_rng(0)
>>> res = VAR(rng.standard_normal((120, 2)), order=1).fit()
>>> ProxySVAR(res, rng.standard_normal((119, 3))).k_instruments
3