econometrics

What problem does it solve?

Econometrics provides a practical toolkit for extracting causal and predictive insights from economic and financial data, translating theory into testable models.

Core Features & Use Cases

• OLS regression: Estimate linear relationships and interpret coefficients with standard errors.
• Panel data methods (FE/RE): Leverage multiple dimensions to control for unobserved heterogeneity.
• Instrumental Variables / IV-2SLS: Address endogeneity and obtain consistent estimates.
• Vector Autoregression (VAR) & time-series: Model dynamic interactions and forecast key variables.
• Diagnostics & interpretation: Conduct heteroskedasticity, autocorrelation, multicollinearity tests and interpret results.
• Difference-in-Differences (DiD): Evaluate causal effects with pre- and post-treatment dynamics.

Quick Start

Estimate an econometric model on your dataset (e.g., OLS or IV) and return the estimated coefficients and diagnostics.