Econometrics

Causal inference & forecasting for theses, dissertations, and papers

From panel-data models and difference-in-differences to IV, RDD, and time-series forecasting, we deliver defendable econometric analyses with transparent assumptions and reproducible code.

Causal & predictive Panel & microdata Time-series & policy

What’s included

Designing the identification strategy (assumptions, threats, robustness).
Data preparation-merges, fixed formats, outliers, seasonality, coding book.
Model estimation-panel, IV/2SLS, DiD (2x2 & staggered), RDD, synthetic control, ARIMA/VAR (intro-mid).
Diagnostics-heteroskedasticity, autocorrelation, multicollinearity, over-ID tests.
Reporting-effect sizes with CIs, placebo & sensitivity checks, journal-style tables/figures.

Toolstack

Stata R Python SPSS Excel

Common sources

Household surveys Firm/industry panels National accounts Central bank data Custom field data

Core methods

OLS & GLM

Functional form, interactions, clustered/robust SEs, partial effects.

Panel (FE/RE)

Unit/time FE, Hausman tests, dynamic panels (intro), clustered SEs.

Difference-in-Differences

2x2 & staggered adoption (ATT), parallel trends checks, event studies.

Instrumental Variables

2SLS, validity (relevance/exogeneity), weak IV diagnostics.

Regression Discontinuity

Sharp/fuzzy RDD, bandwidth & polynomial choices, McCrary test.

Synthetic Control

Treated vs synthetic comparison; donor pool selection & placebo tests.

Time-series

ARIMA/ETS/VAR (intro-mid), stationarity tests, seasonality, impulse responses.

Forecasting

Cross-validation, rolling windows, accuracy metrics with CIs.

Quick reference

AreaExamplesNotes
IdentificationDiD, IV, RDD, SyntheticState assumptions; run robustness & placebo tests
PanelFE/RE, clustered SECheck serial correlation (Wooldridge), heteroskedasticity
IV2SLS, F-stat, Sargan/HansenWeak IV; over-identification diagnostics
RDDLocal linear, optimal hContinuity checks, manipulation tests
Time-seriesARIMA/VARStationarity (ADF/KPSS), lag selection, residual checks
ReportingCIs, elasticitiesEffect sizes, units, economic significance

We document every modeling choice so your results are reproducible and defensible.

Engagement examples

Identification Review (10–15 hrs)
Starting scope

Critique/strengthen your causal strategy + robustness checklist.

Custom quote
Request proposal
Chapter-Ready Econometrics (25–35 hrs)
Most popular

EDA, core models (e.g., FE+DiD/IV) + 4–6 tables/figures + write-up.

Custom quote
Request proposal
Policy & Forecast Pack (45–65 hrs)
For policy theses

Time-series/VAR + scenario forecasts + policy memo + plots.

Custom quote
Request proposal

Pricing varies with data condition, model complexity, and turnaround. We provide a clear plan after discovery.

Process & timeline

1Discovery

Question, data, institutional/journal requirements.

2Design

Identification strategy, robustness plan, pre-analysis outline.

3Data setup

Merges, transformations, codebook; versioned files.

4Estimation

Model fits + diagnostics; feedback loops on interim results.

5Reporting

Tables (estout/gt/texreg), event studies/coeff plots, write-up.

6Handover

Scripts/notebooks, figures, and change log; submission tips.

Typical deliverables

  • Prepared/cleaned dataset (as permitted) with data dictionary
  • Reproducible code (Stata/R/Python) and annotated notebooks
  • Journal-style tables (DOCX/LaTeX) and figures (event studies, CIs)
  • Methods & Results text: identification, assumptions, robustness, limitations

FAQ

Yes we evaluate your data and question to propose an identification strategy with stated assumptions.

Yes modern ATT estimators and event-study plots with correct weighting.

Cluster-robust SEs, Newey-West (time-series), or multi-way clustering depending on design.

We run weak-IV diagnostics and recommend alternatives (stronger instruments or designs).

Yes data-driven bandwidths, polynomial order checks, and manipulation tests (e.g., McCrary).

Intro-to-intermediate ARIMA/VAR with stationarity checks, lag selection, and forecast evaluation.

Absolutely scripts/notebooks, tables/figures, and a change log for reproducibility.

Yes LaTeX (stargazer/texreg/gt) and Word-ready tables, plus publication-style figures.

Small studies: days; full chapters/manuscripts: weeks with agreed milestones.

By scope, data complexity, and timeline. We send a transparent plan and quote after discovery.

Start Econometrics support