ECONOMETRICS
Econometrics toolkit
OLS regression with full diagnostics, run in your browser. Paste your data, read the output, export the script.
First row: variable names. First column: dependent variable. Comma, semicolon, tab or space separated.
Save this analysis
Sign in as researcher or collaborator to save analyses. Sign in
Time series
Stationarity tests, correlograms, AR/ARMA and GARCH volatility — all computed in your browser.
One value per line, or separated by commas. Prices or levels; use the transform below for returns.
ADF and KPSS test opposite hypotheses; reading them together avoids false diagnoses. P-values are interpolated between tabulated thresholds.
Panel data
Pooled OLS, fixed effects, random effects and the Mundlak specification test — with cluster-robust standard errors.
First row: names. Column 1 = entity id, column 2 = dependent variable, the rest = regressors.
The specification test uses the Mundlak auxiliary regression with a cluster-robust Wald statistic rather than the classic Hausman form, which regularly breaks down in finite samples — precisely when it should reject.