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Econometric methods,
configured by workflow.

QuantFit’s current iPhone release covers core regression, panel, ARDL-family, cointegration, dynamic GMM, VAR, and VECM workflows. Availability can evolve by app version; verify the live App Store description before purchasing.
Panel · dynamic · Pesaran, Shin & Smith · 1999

Pooled Mean Group ARDL

Estimate a common long-run relationship while allowing short-run coefficients and adjustment speeds to vary across panel units.
Δyᵢₜ = φᵢ (yᵢ,ₜ₋₁ − θ′xᵢₜ) + Σⱼ γᵢⱼ Δxᵢ,ₜ₋ⱼ + αᵢ + εᵢₜ
Method card
Use case
Dynamic panels with long-run relationships
Output
Long-run coefficients, short-run dynamics, and error-correction speed
Compare with
Mean Group and Dynamic Fixed Effects
Reference
Pesaran, Shin & Smith (1999), JASA 94(446), 621–634
Read documentation →Download SOP PDF
§ f families

From baseline models
to dynamic systems.

Core regression
OLSFixed EffectsRandom Effects2SLS / IV
Cross-section and panel specifications for applied empirical work.
Cointegrating regression
FMOLSDOLSCCR
Long-run estimation for cointegrated variables.
ARDL family
ARDLNARDLPMGMGDFECS-ARDL
Long-run, short-run, asymmetric, and heterogeneous-panel dynamics.
Dynamic panels
Difference GMMSystem GMM
Moment-based estimation for dynamic panels with endogenous regressors.
Systems
VARVECM
Multivariate dynamics, impulse responses, and cointegration workflows.
Post-estimation
Residual testsShock builderExports
Inspect assumptions, simulate scenarios, and move results into your research workflow.