AI Agents & Econometric Coding

Task catalog

Tasks in the paper

The paper’s econometric tasks, with methods, task definitions, sources, and results for Claude Sonnet 4.6 and GPT-5.4.

In the benchmark (21)

TaskGroupSoftwareIdentifier
Probit Regression and Latent Gaussian ChoiceBinary regressionStata, R, Pythonprobit
Logit Regression and the Geometry of OddsBinary regressionStata, R, Pythonlogit
Heteroskedasticity-Robust Inference for OLSOLSStata, R, Pythonols_robust
Cluster-Robust Standard ErrorsOLSStata, R, Pythoncluster_ols
Two-Way Clustered Standard ErrorsOLSStata, R, Pythontwo_way_cluster
Difference-in-Differences with Staggered Treatment TimingDifference-in-differencesStata, R, Pythonstaggered_did
Two-Way Fixed EffectsDifference-in-differencesStata, R, Pythontwoway_fe
Two-Stage Least Squares with Robust InferenceInstrumental variablesStata, R, Pythoniv2sls_robust
Sharp Regression DiscontinuityRegression discontinuityStata, R, Pythonrdd_sharp
ARIMA Forecasting after DifferencingTime seriesStata, R, Pythonarima_forecast
Granger Predictive Causality in a VARTime seriesStata, R, Pythonvar_granger
Impulse Responses in a Vector AutoregressionTime seriesStata, R, Pythonvar_irf
Impulse Responses by Local ProjectionsTime seriesStata, R, Pythonlp_irf
Poisson Regression with ExposurePoisson regressionStata, R, Pythonpoisson_offset
Cook's Distance and Influential ObservationsOtherStata, R, Pythoncooks_distance
Variance Inflation from Collinear RegressorsOtherStata, R, Pythonvif
Arellano-Bond Estimation for Dynamic PanelsOtherStata, R, Pythondynpanel_ab
Welch's Two-Sample TestOtherStata, R, Pythonttest_welch
One-Way Analysis of VarianceOtherStata, R, Pythonanova_oneway
Pearson's Chi-Square Test of IndependenceOtherStata, R, Pythonchisq_indep
The Cox Proportional Hazards ModelOtherStata, R, Pythoncox_hazard