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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 the exhibits are the bottleneck for a Review of Accounting Studies (RAST) manuscript — building self-contained accounting panel tables, event-study and equilibrium figures, and a descriptive-statistics block that survives referee scrutiny. Builds the…
Use when estimating models and defeating endogeneity for a Strategic Management Journal (SMJ) manuscript — the single highest bar at SMJ. Executes and stress-tests the identification design from smj-methods; it does not design the study or build exhibits.
Use when designing the research method for a Strategic Management Journal (SMJ) manuscript — sample, unit of analysis, measures, and the identification strategy. Designs the study; estimation and endogeneity execution live in smj-data-analysis.
Use when building or cleaning up the tables and figures of a Strategic Management Journal (SMJ) manuscript. Makes exhibits self-contained and persuasive; it does not run the analysis or write prose.
Use when running and reporting the estimation for a The Accounting Review (TAR) manuscript — the estimator, fixed effects, standard-error clustering, robustness, and the data-authenticity / code-access documentation TAR requires. Executes and reports the…
Use when the research design and identification strategy are the bottleneck for a The Accounting Review (TAR) manuscript — choosing the setting, shock, and design that credibly identify an accounting effect, or structuring an analytical model or experiment.…
Use when building or cleaning the exhibits for a The Accounting Review (TAR) manuscript — descriptive, correlation, and regression tables, event-study and discontinuity figures, experimental cell means, and analytical-model exhibits in Chicago house style and…
Use when running and documenting the empirical analysis for a Journal of Financial and Quantitative Analysis (JFQA) paper — finance data construction (CRSP/Compustat/TAQ/IBES), winsorizing, fixed effects, clustered and Newey-West standard errors, robustness,…
Use when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and Fama-MacBeth, panel fixed effects, staggered DID on regulatory shocks, IV / natural…
Use when building the tables and figures for a Journal of Financial and Quantitative Analysis (JFQA) paper — summary statistics, main regressions, robustness, and finance-standard exhibits with self-contained notes that state sample, clustering, winsorizing,…
Use when planning or stress-testing the analysis behind a Journal of Financial Intermediation (JFI) paper — bank/loan-level panel work, demand-absorbing specifications, and the robustness battery for empirics, or numerical examples and calibrated…
Use when auditing the core analytical engine of a Journal of Financial Intermediation (JFI) paper — for empirics, the causal design that separates credit supply from demand in banking data; for theory, the assumptions, equilibrium discipline, and proof…
Use when designing the exhibits for a Journal of Financial Intermediation (JFI) paper — banking-literate tables and figures with explicit sample construction, institution definitions, event timing, fixed-effect progressions that display demand absorption, and…
Use when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and price-impact construction, sample filters. Hardens measurement; it does not invent…
Use when the identification argument is the bottleneck for a Journal of Financial Markets (JFM) manuscript — causal effects on market quality, or what pins down a microstructure model. Stress-tests the design against JFM's microstructure-insider bar before…
Use when results may be sensitive to liquidity-measure choice, sample filters, microstructure noise, or inference for a Journal of Financial Markets (JFM) manuscript. Builds the design-based robustness ledger; it does not invent evidence or citations.
Use when microstructure exhibits — spreads, depth, price-impact, order-flow, and event-study plots — are the bottleneck for a Journal of Financial Markets (JFM) manuscript. Sharpens the exhibits; it does not invent evidence or citations.
Use when the identification argument is the bottleneck for an International Economic Review (IER) manuscript — structural parameter identification, empirical causal identification, or for a theory result, what makes it tightly pinned. Stress-tests the…
Use when an International Economic Review (IER) result may be sensitive to specification, sample, functional form, calibration, or inference choices. Organizes robustness by threat to the load-bearing assumption; it does not run the regressions.
Use when exhibits in an International Economic Review (IER) manuscript are dense, do not carry the argument, or do not present structural/theory results well. Makes each exhibit answer one question; it does not generate the data.
Use when running estimation and inference for a Journal of Applied Econometrics (JAE) manuscript so the analysis is reproducible and archive-ready — every table/figure regeneratable from plain-text data and programs you will deposit in the JAE Data Archive.…
Use when designing or defending the empirical identification of a Journal of Applied Econometrics (JAE) manuscript — a credible strategy applied to real data, with assumptions stated, tested, and reproducible. Covers time-series, panel, IV, and…
Use when building tables and figures for a Journal of Applied Econometrics (JAE) manuscript under the hard 35-page article limit — keeping core exhibits in the main text while pushing extended results into the unlimited online appendix, and ensuring every…
Use when building the Monte Carlo evidence and the substantive empirical application for a Journal of Business & Economic Statistics (JBES) methods paper. Designs and audits the simulation study and the real-data analysis; it does not derive the asymptotic…
Use when the methodological core of a Journal of Business & Economic Statistics (JBES) paper is the bottleneck — assumptions, regularity conditions, asymptotic theory, and Monte Carlo design for a new estimator, test, or algorithm. Stress-tests the method's…
Use when designing the simulation tables and figures for a Journal of Business & Economic Statistics (JBES) methods paper so size, power, coverage, and the empirical results are legible to both statisticians and applied economists. Improves exhibits; it does…
Use when estimation, heterogeneity, attrition, measurement, or inference choices need to meet Journal of Development Economics (JDE) empirical norms — clustered field data, survey measurement error, and treatment-effect heterogeneity in low- and middle-income…
Use when the causal identification strategy is the bottleneck for a Journal of Development Economics (JDE) manuscript — RCT/field experiment, DID, IV, RDD in low- and middle-income settings. Stress-tests the design against development-economics empirical…
Use when designing the main exhibits for a Journal of Development Economics (JDE) manuscript — figure-forward presentation of treatment effects, heterogeneity, and event studies for development settings, with self-contained notes. Shapes exhibits; it does not…
Use when the causal identification argument is the bottleneck for an American Economic Journal: Applied Economics (AEJ: Applied) manuscript — RCT, difference-in-differences/event study, regression discontinuity, IV, or shift-share. Stress-tests the…
Use when an American Economic Journal: Applied Economics (AEJ: Applied) manuscript's headline estimate must be shown to survive specification, sample, and inference choices before submission or in an R&R. Builds the robustness suite a sophisticated referee…
Use when building or revising the exhibits of an American Economic Journal: Applied Economics (AEJ: Applied) manuscript so the main causal result is legible in one table or figure and respects AEA house presentation norms. Formats exhibits; it does not…
Use when the credibility of the causal evaluation of a policy is the bottleneck for an AEJ: Economic Policy manuscript — DID/event study, IV, RDD/bunching, or RCT of a program. Stress-tests the quasi-experimental policy-evaluation design to the AEJ: Policy…
Use when an AEJ: Economic Policy manuscript's headline policy estimate needs to be shown stable and credible against specification, sample, inference, and identification threats. Organizes the robustness program by threat-to-the-policy-conclusion; it does not…
Use when building or revising exhibits for an AEJ: Economic Policy manuscript so they meet AEA house style and carry the policy message — no significance asterisks, a self-contained headline exhibit, and figures that show the policy effect with uncertainty.…
Use when the empirical identification of a macro shock or dynamic causal effect is the bottleneck for an American Economic Journal: Macroeconomics (AEJ: Macro) manuscript — SVAR, local projections, narrative, high-frequency/proxy-VAR, or micro-data macro…
Use when the headline result of an American Economic Journal: Macroeconomics (AEJ: Macro) manuscript must be shown stable across specification, sample, identification, and tuning choices. Builds the robustness program a macro referee will demand; it does not…
Use when building or revising exhibits for an American Economic Journal: Macroeconomics (AEJ: Macro) manuscript — impulse-response figures, fan charts, model-fit overlays, and regression/moment tables — to AEA house standards and macro conventions. Formatting…
Use when the question is what makes the result tight or what the data identify for an American Economic Journal: Microeconomics (AEJ: Micro) manuscript — covering both (a) structural/empirical-IO and experimental identification and (b) for pure theory, which…
Use when extensions, edge cases, or applied robustness checks are missing for an American Economic Journal: Microeconomics (AEJ: Micro) manuscript — covering theory extensions (relaxed assumptions, alternative concepts, perturbations) and applied/experimental…