PanelEffects

cultivars.typing.PanelEffects = PanelEffects

Alias of Literal['none', 'unit'].

Which intercepts a panel vector autoregression lets vary across units.

"unit" estimates one intercept per unit as a dummy block, which is the least-squares dummy-variable estimator and carries the Nickell bias. "none" pools the deterministic terms, which is only defensible when the units are known to share a mean. Slopes are pooled under both – unit-varying dynamics are a different specification, not a value of this option.