Econometrics Tools
A curated set of tools for estimation, forecasting, and data analysis in applied econometrics.
Tools Catalog
Browse the modules below. Items marked “Coming soon” are not yet available.
Inferential Statistics
An interactive application for learning and applying inferential statistics, including probability distributions, estimation methods, maximum likelihood, confidence intervals, and statistical hypothesis testing.
Open Inferential StatisticsBasic econometrics
OLS regression, 2SLS, Logit, probit, Panel, Time series classic tests, and essential diagnostics...
Open basic econometricsMacroeconometrics
VAR/SVAR, cointegration, VECM, SVECM and dynamic multi-series models.
Open MacroeconometricsAdvanced econometrics
Advanced panel-data methods, robust inference, DSGE, IRF,...
Open Advanced econometricsMachine learning
Penalized regressions, random forests, simple neural nets for economic data.
Coming soonForecast tools
Univariate and multivariate forecasting, model selection, and MAPE evaluation.
Open Forecast toolsData analysis — Forex Data Analysis
BFM exchange rates, Ariary appreciation/depreciation, charts, and exports.
Open Forex Data Analysis