Dedicated Analysis Service

Econometrics, Time Series, Volatility Modeling & Panel Data

Dynamic cointegration (ARDL/NARDL), GARCH volatility spillovers, SVAR impulse responses, and panel data (GMM/Threshold) in EViews, Stata, and R.

In macroeconomics, finance, and accounting research, proper handling of unit roots, structural breaks, cointegration, and endogeneity is paramount. We deliver full pre- and post-estimation diagnostics.

Asymmetric Cointegration

Linear & Nonlinear Autoregressive Distributed Lag (ARDL & NARDL)

Short- and long-run estimation via Pesaran Bounds Testing; positive/negative partial sum decompositions in NARDL with Wald asymmetry tests, ECM speed of adjustment, and CUSUM/CUSUMSQ stability plots.

Required Data & Inputs

Time-series dataset (monthly, quarterly, or annual) in Excel.

Dedicated Software
EViewsStataR
What You Receive (Deliverables)

Unit-root tests (with structural breaks), lag selection, Bounds F-stat, short/long-run coefficients, Wald asymmetry tests, dynamic multiplier plots, and CUSUM charts.

Financial Volatility

Conditional Volatility & Spillover Models (GARCH, EGARCH, DCC-GARCH, BEKK)

Modeling volatility clustering, asymmetric leverage effects (EGARCH/GJR), time-varying correlations across financial markets via DCC-GARCH/BEKK, and Diebold-Yilmaz connectedness.

Required Data & Inputs

Daily or weekly price/return series of financial assets or indices.

Dedicated Software
EViewsR (rugarch / rmgarch)OxMetricsStata
What You Receive (Deliverables)

ARCH-LM tests, mean/variance equation estimates, conditional volatility graphs, dynamic correlation (DCC) plots, and Value-at-Risk (VaR/CoVaR) metrics.

Stata Panel Suite

Panel Data Econometrics (FE/RE, System/Difference GMM, Panel Threshold)

Static panel estimation (F-Limer, Hausman, Pesaran CD, FGLS/PCSE) and dynamic panel generalized method of moments (Arellano-Bond & Blundell-Bond System GMM) with Sargan/Hansen & AR(1)/AR(2) tests.

Required Data & Inputs

Longitudinal dataset across firms, banks, or countries over multiple years.

Dedicated Software
StataEViewsR (plm)
What You Receive (Deliverables)

Panel unit-root tests (LLC, IPS), Chow/Hausman diagnostics, final FGLS/PCSE or two-step System GMM tables with Hansen J-test and Arellano-Bond AR(2) p-values.

Macro & Regimes

VAR / SVAR, Markov-Switching Regime Models & Quantile Regression

Structural VAR identification, Impulse Response Functions (IRF), Forecast Error Variance Decomposition (FEVD), Markov-Switching regime probabilities, and Quantile-on-Quantile regression.

Required Data & Inputs

Time series of endogenous and exogenous variables.

Dedicated Software
EViewsStataRMATLAB
What You Receive (Deliverables)

AR root stability circle, bootstrap IRF plots, FEVD tables, and smoothed regime probability graphs.

⬡ The Metoda 4-Part Delivery Standard
01Raw file & executable script

Project file, Do-file / R & Python scripts — 100% reproducible results

02APA 7th standard tables

Editable Word file, ready for chapter 4 or an ISI/Scopus paper

03Print-quality vector figures

Path models, causal plots, volatility & Pareto — 300 DPI / SVG

04Step-by-step narrative & support

Full statistical interpretation + support until defense or acceptance

Your method isn’t in this list? — we execute any method on any software.

Other Analysis Service Categories

Quantitative Statistical Analysis & Hypothesis TestingStructural Equation Modeling (PLS-SEM & CB-SEM)Qualitative Data Analysis & Mixed-Methods ResearchMulti-Criteria Decision Making (MCDM), Fuzzy Logic & ISM/TISMMachine Learning, Deep Learning, Data Mining & Explainable AI (XAI)Computer Architecture Sim, System Simulation, DEA & Mathematical OptimizationScientometrics, PRISMA Systematic Reviews & Quantitative Meta-Analysis

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