The Econometrics Journal Skills
Agent skill stack for manuscripts targeted at The Econometrics Journal (EctJ) — an econometrics (theory + applied) journal established by the Royal Economic Society in 1998 and published by Oxford University Press. Built around the journal's distinctive norms: a hard ~20-page limit including the printed appendix, a 150-word summary, mandatory RES/EctJ LaTeX templates (separate template for the onl
Skills in this plugin
12- ▌ Ectj Rebuttal · brycewang-stanfordUse when drafting a The Econometrics Journal response letter and revision plan after a referee report, especially for assumptions, proofs, Monte Carlo evidence, empirical application, 20-page compression, resubmission timing, and replication-package conditions.
- ▌ Ectj Workflow · brycewang-stanfordUse when sequencing a The Econometrics Journal manuscript from venue fit through leading-case framing, asymptotic identification, Monte Carlo, empirical application, 20-page compression, submission, review, replication package, and rebuttal.
- ▌ Ectj Submission · brycewang-stanfordUse when running the final The Econometrics Journal pre-submission check for Editorial Express, RES/OUP template compliance, 20-page printed-paper norm, 150-word summary, empirical application, proofs placement, submission fee, cover letter, and replication-policy disclosure.
- ▌ Ectj Data Analysis · brycewang-stanfordUse when designing or auditing The Econometrics Journal (EctJ) Monte Carlo simulations, empirical applications, estimator comparisons, robustness checks, computation, seeds, and applied-value evidence.
- ▌ Ectj Writing Style · brycewang-stanfordUse when revising a The Econometrics Journal (EctJ) manuscript for compact RES/OUP style covering the 150-word summary, the roughly 20-page printed-paper discipline, theorem readability, one-page simulation summaries, applied-value clarity, and template-conformant prose that survives the desk screen.
- ▌ Ectj Review Process · brycewang-stanfordUse when interpreting or planning around The Econometrics Journal's one-week editorial screen, editor assignment, three-month decision target, resubmission window, conformance rejection, and replication checks.
- ▌ Ectj Tables Figures · brycewang-stanfordUse when compressing The Econometrics Journal (EctJ) tables, figures, Monte Carlo displays, empirical-application exhibits, theorem summaries, and appendix references under a roughly 20-page printed-paper constraint.
- ▌ Ectj Topic Selection · brycewang-stanfordUse when deciding whether an econometrics paper fits The Econometrics Journal's leading-case, applied-value bar rather than Journal of Econometrics, Econometric Theory, Quantitative Economics, Review of Economics and Statistics, or a field journal.
- ▌ Ectj Contribution Framing · brycewang-stanfordUse when sharpening a contribution for The Econometrics Journal (EctJ) into a compact leading-case claim with demonstrated applied value, covering the failure mode of incumbent methods, the smallest sharp advance, the applied payoff, and scope guardrails that survive the one-week RES desk screen.
- ▌ Ectj Literature Positioning · brycewang-stanfordUse when positioning a The Econometrics Journal (EctJ) paper against econometric theory, applied econometrics, statistics, and machine-learning literatures while keeping the leading-case contribution compact under the roughly 20-page RES format, including the frontier-versus-use citation split.
- ▌ Ectj Identification Strategy · brycewang-stanfordUse when stress-testing identification, assumptions, asymptotics, regularity conditions, and proofs in a The Econometrics Journal (EctJ) submission, including proof placement under RES printed-appendix rules and pairing every asymptotic claim with finite-sample evidence referees can audit.
- ▌ Ectj Replication And Data Policy · brycewang-stanfordUse when preparing The Econometrics Journal replication files, README, software versions, data documentation, seeds, proprietary-data exemptions, and OUP Supporting Information package after conditional acceptance or before submission risk review.