QuantFit

QuantFit is a research-grade econometrics workbench for iPhone and iPad. Run real regressions on real data, anywhere.

  ESTIMATORS
  • Cross-section and panel: OLS, Fixed Effects, Random Effects, 2SLS / instrumental variables
  • Time-series cointegration: ARDL bounds testing, NARDL with asymmetric long-run and short-run dynamics, FMOLS, DOLS, CCR
  • System estimators: VAR with Cholesky impulse-response and forecast-error variance decomposition, VECM with cointegrating rank
  • Panel dynamic: Pooled Mean Group, Mean Group, Dynamic Fixed Effects, CS-ARDL, Common Correlated Effects
  • Dynamic GMM: Arellano-Bond difference GMM, Blundell-Bond system GMM, with Windmeijer finite-sample standard errors

  LIVE DATA
  Pull data straight into your regressions from World Bank, IMF World Economic Outlook, IMF International Financial Statistics, Penn World Table, and FRED. Country pickers,
  automatic frequency detection, ragged-panel handling, and multi-frequency support (annual, quarterly, monthly, weekly, daily) are built in. Upload your own CSV or XLSX file too.

  PUBLICATION OUTPUT
  Every result renders in a clean coefficient table with significance stars, confidence intervals, and academic-style diagnostic blocks. One-tap exports to LaTeX, PNG, CSV, Excel,
   and clipboard. Save coefficient plots, actual-vs-fitted, residual diagnostics, and Q-Q plots as publication-ready PNGs.

  POST-ESTIMATION
  Residual diagnostics including Ljung-Box, White heteroscedasticity, Jarque-Bera, plus a full residual unit-root suite (ADF, KPSS, DF-GLS, Zivot-Andrews). Save residuals to your
  dataset and re-diagnose them in one tap. Auto-generated academic paper draft with abstract, methodology, and results narrative. R script export with method-specific packages.

  WHO IT IS FOR
  Empirical researchers, PhD students, policy analysts, and economists working with macro, finance, trade, development, or panel data. Anyone who wants to run a real regression on
   real data without opening a desktop stats package.

SHOCK BUILDER
  Take any estimated regression and run policy or scenario shocks against it. Specify shock magnitudes for any subset of regressors, simulate the dependent variable's response
  over your chosen horizon, and read the result as a fan chart with confidence bands. Useful for policy counterfactuals, climate scenarios, exchange-rate pass-through, or any
  "what if X moved by Y" question your model can answer.

QuantFit is fast, honest, and academic. No black boxes, no shortcuts, no ads.

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