§ iv for researchers
Built for
the methods section.
QuantFit is developed with applied econometricians — at Cambridge, LSE, and the IMF — who actually use Pesaran, Shin & Smith in their papers.
- 1.Twenty estimators, each with its own configuration surface — not a wrapped R package.
- 2.Panel and time-series data structures as first-class citizens, not dataframe conventions.
- 3.Every run produces a reproducibility hash, citable in the paper.
- 4.Comparison view renders four fits side by side, ready for Table 3.
“Finally an econometrics tool that treats Pooled Mean Group as a first-class method — not something you coax out of a panel-data helper library. Our replication time dropped from days to hours.”— Dr. Elena Marchetti, Reader in Macroeconomics, LSE · replicating Pesaran (2007)
“The reproducibility hash on every fit is a small feature with a big consequence. Referees stop asking for the code.”— Prof. Arun Kapoor, Department of Economics, Cambridge
“We moved a policy shop off Stata in a semester. The journal-style export alone paid for the licenses.”— Senior Economist, sovereign central bank (anonymised)