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SkillsMP has collected 3,969 skills from brycewang-stanford/Awesome-Journal-Skills. Open a skill to review its source and details.
brycewang-stanford/Awesome-Journal-SkillsShowing 40 of 3,969 collected skills.
Use when finalizing the simulation tables and any empirical / illustrative exhibits in an Econometrica manuscript so each is self-contained, precise, and reproducible. Formats and audits exhibits; it does not design the Monte Carlo (use ecta-robustness) or…
Use when the identification argument is the bottleneck for an Economic Policy (EP) manuscript — causal identification of a policy effect, or parameter identification in a quantitative policy model. Stress-tests it to the EP bar (credible to an academic…
Use when an Economic Policy (EP) manuscript's results may be specification-, sample-, or inference-fragile, especially ahead of the two-discussant panel. Organizes robustness by the threat a discussant will raise; it does not invent evidence or citations.
Use when an Economic Policy (EP) manuscript's exhibits are too technical for a policy reader or do not carry the policy message. Redesigns tables and figures for the EP dual audience; it does not invent evidence or citations.
Use when the empirical identification strategy is the bottleneck for an Economic-Research manuscript — quasi-experimental designs (DID, IV, RDD, DML, event study). Stress-tests the design against modern (2019-2024) estimators and reporting standards before…
Source text: Chinese
Use when building or writing the robustness-check section of an Economic-Research manuscript — organizes checks by the identification threat each one answers, not as an undifferentiated pile.
Source text: Chinese
Use when finalizing regression tables and figures for an Economic-Research manuscript. Enforces three-line table style, footnote conventions, column-count discipline, and figure aesthetics.
Source text: Chinese
Use when the empirical causal-identification argument is the bottleneck for a European Economic Review (EER) manuscript — DiD/event-study, IV, RDD, or experiment. Stress-tests the design to EER's general-interest credibility bar before exhibits are finalized;…
Use when a European Economic Review (EER) result must be shown to survive specification, sample, measurement, and inference changes — the robustness battery referees demand. Builds the stress tests and organizes them; it does not establish the core…
Use when building or revising exhibits for a European Economic Review (EER) manuscript so they report standard errors, read cleanly, and follow Elsevier economics norms. Designs tables and figures; it does not run the estimation or write the surrounding prose.
Use when the credibility of an Experimental Economics (ExpEcon) manuscript rests on experimental control — incentive compatibility, randomization, the no-deception gate, and clean treatment contrasts. Stress-tests design-based identification before exhibits…
Use when an Experimental Economics (ExpEcon) result may be a power artifact, multiple-comparisons artifact, or sensitive to the inference unit, exclusions, or design choices. Hardens the statistical case; it does not design the experiment or draft prose.
Use when an Experimental Economics (ExpEcon) manuscript's exhibits must make the treatment contrast and its uncertainty visible at a glance. Builds design-carrying tables and figures; it does not run analysis or draft prose.
Use when the sample construction, variable measurement, panel structure, or inference of a Financial Management (FM) manuscript is fragile — before identification can be trusted or exhibits finalized. Hardens the data layer; it does not establish the causal…
Use when the causal or economic credibility of a Financial Management (FM) result is the bottleneck — endogenous corporate policy choices, staggered-event designs, weak instruments, or a "correlation dressed as a channel." Stress-tests the identification to…
Use when deciding which robustness checks a Financial Management (FM) paper actually needs — FM explicitly puts "less weight on trivial robustness tests," so the craft is selecting threat-targeted checks and demoting busywork. Curates the robustness layer; it…
Use when building or revising the exhibits of a Financial Management (FM) manuscript so the main finance result and its economic magnitude are legible at a glance and respect Wiley/finance house norms. Formats exhibits; it does not establish the result…
Use when the identification argument is the bottleneck for an IMF Economic Review (IMFER) manuscript — cross-country panel, high-frequency policy-surprise, crisis event study, narrative, or open-economy structural identification. Stress-tests the…
Use when an IMF Economic Review (IMFER) manuscript's headline cross-country estimate must be shown to survive specification, sample, country-composition, and inference choices before submission or in an R&R. Builds the robustness suite a dual academic/policy…
Use when an IMF Economic Review (IMFER) manuscript's exhibits must communicate an international-macro result to a dual academic/policy audience — transparent country coverage, readable cross-country panels, no significance asterisks. Builds the exhibits; it…
Use when building or auditing the empirical data and estimation pipeline for a Journal of Banking & Finance manuscript, including financial datasets, bank panels, winsorization, fixed effects, robustness, and reproducible scripts.
Use when stress-testing the empirical identification strategy for a Journal of Banking & Finance manuscript, including bank panels, policy shocks, event studies, IV, staggered DID, dynamic panels, and endogeneity threats.
Use when preparing Journal of Banking & Finance (JBF) tables and figures — descriptive statistics, regression tables, event-study plots, mechanism and heterogeneity exhibits, appendix robustness inventories, and self-contained notes that report sample, fixed…
Use when building and running the empirical analysis for a Journal of Corporate Finance (JCF) paper — assembling WRDS-era firm panels (Compustat/CRSP/SDC/DealScan), constructing variables, estimating with fixed effects and clustered errors, and layering…
Use when designing or defending the causal identification strategy for a Journal of Corporate Finance (JCF) empirical paper — choosing and stressing a design (DID/staggered shocks, IV/GMM, RDD, event study, matching) for firm-level data with endogenous…
Use when building the tables and figures for a Journal of Corporate Finance (JCF) empirical paper — summary statistics, main regression tables with fixed effects and clustering disclosed, event-study/CAR plots, and self-contained notes. It shapes the…
Use when designing the Monte Carlo study and empirical illustration that demonstrate a Journal of Econometrics (JoE) method works in finite samples. Covers size/power simulation design, DGP stress tests, and the role of the applied illustration relative to…
Use when the assumptions, regularity conditions, identification result, and asymptotic theory of a Journal of Econometrics (JoE) methodological paper are the bottleneck. Stress-tests the formal core — what is assumed, what is proved, and how general it is —…
Use when building the Monte Carlo tables and theory-illustrating figures for a Journal of Econometrics (JoE) manuscript. Covers size/power table conventions, estimator-comparison layout, and figures that make asymptotic and finite-sample behavior legible.
Use when the design that isolates a behavioral mechanism is the bottleneck for a Journal of Economic Behavior & Organization (JEBO) manuscript — lab/field experiment, observational causal design, or simulation. Stress-tests experimental and observational…
Use when a Journal of Economic Behavior & Organization (JEBO) result may be fragile to demand effects, multiple comparisons, specification, or tuning. Organizes robustness by the behavioral threat each check addresses — for experiments, observational designs,…
Use when a Journal of Economic Behavior & Organization (JEBO) manuscript's exhibits must make a behavioral comparison legible — treatment bar charts, by-round dynamics, distribution plots, regression tables. Builds exhibits that show the mechanism; it does…
Use when the inference argument is the bottleneck for a Journal of Economic Geography (JEG) manuscript — spatial causal designs, quantitative-spatial model identification, or case-based geographic inference. Stress-tests the strategy to JEG's two-community…
Use when results for a Journal of Economic Geography (JEG) manuscript may be sensitive to spatial scale, the weight matrix, spatial autocorrelation, sample, or specification. Organizes robustness by spatial threat; it does not invent results.
Use when exhibits — especially maps — for a Journal of Economic Geography (JEG) manuscript are dense, decorative, or do not answer the spatial question. Makes maps and tables argue; it does not invent results.
Use when building or auditing Journal of Economic Growth (JEG) empirical estimates, calibrated growth models, transition paths, cross-country and subnational panels, historical datasets, spatial (Conley) inference, robustness, and reproducibility for growth…
Use when the inferential backbone of a Journal of Economic Growth (JEG) manuscript needs stress-testing — empirical papers via causal/econometric identification for growth, theory papers via assumptions, results, proof exposition, and generality. Forks by…
Use when preparing Journal of Economic Growth exhibits: growth-regression tables, convergence plots, transition paths, calibration moments, historical-data maps, robustness tables, and appendix diagnostics.
Use when the identification argument is the bottleneck for a Journal of Environmental Economics and Management (JEEM) manuscript — an environmental-policy causal design, a climate/weather IV, or a revealed- or stated-preference valuation. Stress-tests the…
Use when a Journal of Environmental Economics and Management (JEEM) manuscript's headline estimate — a damage, WTP, pass-through, or treatment effect — must be shown to survive specification, spatial, sample, and inference choices. Builds the targeted…