QuantFit - Econometrics in pocket - Econometrics that moves with your research.
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What's in the box:
- 5 live macroeconomic data APIs, curated catalogs, fetched in seconds
- 20 estimators: OLS, FE, RE, 2SLS, GMM, FMOLS, DOLS, ARDL, NARDL, MG, PMG, DFE, CS-ARDL, VAR, VECM, and more
- Bounds testing, cointegration (Pedroni, Westerlund), unit roots (ADF, PP, KPSS, DF-GLS, Ng-Perron)
- Hausman, Wu-Hausman, Sargan, Breusch-Godfrey, White, Ljung-Box, CIPS, IPS
- Post-estimation: residual diagnostics, auto-generated R script export, paper draft generation

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