Demand / Elasticity Analysis

Standard

Bivariate log–log OLS on {price, quantity} observations — indicative price-elasticity estimate with R² and Pearson correlation. Framing only; causal identification (IV / experiment / RCT) is NOT performed.

3-6 minutes

DetailsStart Project

Regression Econometric Summary

Standard

Per-regressor univariate OLS framing (slope, intercept, correlation) on y ~ x_j. Multivariate coefficients, standard errors, and diagnostics are deliberately NOT computed here — export to a statistical environment for real estimation.

3-6 minutes

DetailsStart Project

Policy Impact Framing

Standard

Design-level policy-impact memo with a threat-to-validity checklist by approach (pre-post / DiD / RDD / IV / synthetic-control). No causal effect is estimated — this is an identification-strategy memo.

3-6 minutes

DetailsStart Project

Time-Series Econometric Review

Standard

Descriptive profile (mean, variance, trend, ACF(1), split-mean stationarity heuristic, optional seasonal-lag ACF). Not a substitute for ADF / PP / KPSS tests, cointegration, or structural-break detection.

3-6 minutes

DetailsStart Project

Market Scenario Comparison

Standard

Constant-elasticity linearised comparison of price / market scenarios vs baseline — reports ΔQty%, new revenue, and ΔRevenue% per scenario. Accurate only locally; competitor / capacity / regulatory responses are NOT modelled.

3-6 minutes

DetailsStart Project

Model Assumption Review

Standard

Coverage checklist of required assumptions per model type (OLS / logit / probit / panel-FE / panel-RE / IV / DiD / ARIMA / VAR) vs declared diagnostics. Gaps reporting — not a certification.

3-6 minutes

DetailsStart Project