Tables & Figures (joe-tables-figures)
When to trigger
- Monte Carlo results exist but the tables are dense, unlabeled, or hard to compare across methods
- Size and power are mixed into one block so distortion is invisible
- Figures show output but not the behavior the theorems predict (rates, coverage, distributions)
- You are formatting exhibits for a PDF-only initial submission and want them print-legible
What JoE exhibits must do
At the Journal of Econometrics the exhibits are the empirical backbone of a methods paper: they have to let a referee verify, at a glance, that the estimator is well-behaved and the test controls size. Initial submission is a single PDF (~40 pages, ≥1.5 spacing, 11pt), so tables and figures must be readable inline at that density; structured formatting and source files are handled at revision/acceptance. Build self-contained exhibits whose notes state the DGP, sample sizes, replication count, and nominal level.
Monte Carlo table conventions
- Separate size from power. Report empirical size at nominal 5%/10% in its own panel; report size-adjusted power separately so a size-distorted test cannot masquerade as powerful.
- One method per column (or panel), one DGP/$n$ per row block. The reader should compare your method to the nearest competitor down a column without hunting.
- Report bias, RMSE, and CI coverage for estimators; mark the best in each row if it aids reading.
- Notes are mandatory: DGP description, error distribution, dependence structure, $n$, replication count, and any tuning values. A referee should reproduce the table's meaning from the note alone.
- Keep decimal places consistent; do not over-report precision that the replication count cannot support.
Figures that illustrate theory
- Size/power curves across the parameter; coverage vs. $n$ to show asymptotics kicking in; QQ plots or densities of the standardized statistic against its limiting distribution.
- Sensitivity plots over tuning parameters (bandwidth, lag length, penalty) to show robustness.
- Plot confidence bands / Monte Carlo error; avoid chartjunk (no 3D, minimal color, legible at print size).
- Use vector output (PDF/EPS) so exhibits stay crisp; ensure they survive grayscale printing.
Formatting notes
- Number tables and figures, call them out in order, and give each a self-contained caption.
- Math in captions/notes in LaTeX via the elsarticle class for consistency with the manuscript.
- At submission everything lives in the single PDF; keep source and high-res files staged for acceptance.
Execution bridge (StatsPAI / Stata MCP)
Generate exhibits from the fitted result, not by retyping numbers. Full map:
execution-with-mcp. Journal of Econometrics is a methods venue — estimator validity + simulation evidence are the contribution; pair estimates with diagnostics and Monte-Carlo where relevant.
- Tables:
etable (multi-model) or did_summary_to_latex straight from the result_id.
- Figures:
plot_from_result / enhanced_event_study_plot / event_study_table —
axis units and the SE/clustering note baked in.
- Every note names the estimator + clustering and states the magnitude in interpretable units.
See a full fitted-result → exhibit chain in the JF execution walkthrough.
Anti-patterns
- A 12-column table with no row/column grouping and no notes
- Power reported without empirical size (size-distorted power is meaningless)
- Tuning-parameter sensitivity omitted, hiding fragility
- Figures with default software styling, illegible in grayscale, or missing Monte Carlo error
- Over-precise decimals implying accuracy the replication count cannot deliver
Output format
【Size table】separate panel, nominal 5%/10%? [Y/N]
【Power table】size-adjusted, vs. nearest method? [Y/N]
【Estimator table】bias / RMSE / coverage? [Y/N]
【Notes】DGP / n / reps / tuning stated? [Y/N]
【Theory figures】coverage-vs-n / power curves / limiting-dist check? [list]
【Print quality】vector, grayscale-safe, legible in single PDF? [Y/N]
【Next step】joe-writing-style
Source: brycewang-stanford/Awesome-Journal-Skills → Journal-of-Econometrics-Skills/skills/joe-tables-figures/SKILL.md
1---2name: joe-tables-figures3description: 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.4---567# Tables & Figures (joe-tables-figures)89## When to trigger1011- Monte Carlo results exist but the tables are dense, unlabeled, or hard to compare across methods12- Size and power are mixed into one block so distortion is invisible13- Figures show output but not the *behavior* the theorems predict (rates, coverage, distributions)14- You are formatting exhibits for a PDF-only initial submission and want them print-legible1516## What JoE exhibits must do1718At the *Journal of Econometrics* the exhibits are the **empirical backbone of a methods paper**: they have to let a referee verify, at a glance, that the estimator is well-behaved and the test controls size. Initial submission is a **single PDF** (~40 pages, ≥1.5 spacing, 11pt), so tables and figures must be readable inline at that density; structured formatting and source files are handled at revision/acceptance. Build self-contained exhibits whose notes state the DGP, sample sizes, replication count, and nominal level.1920## Monte Carlo table conventions2122- **Separate size from power.** Report **empirical size at nominal 5%/10%** in its own panel; report **size-adjusted power** separately so a size-distorted test cannot masquerade as powerful.23- **One method per column (or panel), one DGP/$n$ per row block.** The reader should compare your method to the nearest competitor down a column without hunting.24- Report **bias, RMSE, and CI coverage** for estimators; mark the best in each row if it aids reading.25- **Notes are mandatory:** DGP description, error distribution, dependence structure, $n$, replication count, and any tuning values. A referee should reproduce the table's meaning from the note alone.26- Keep decimal places consistent; do not over-report precision that the replication count cannot support.2728## Figures that illustrate theory2930- **Size/power curves** across the parameter; **coverage vs. $n$** to show asymptotics kicking in; **QQ plots or densities** of the standardized statistic against its limiting distribution.31- **Sensitivity plots** over tuning parameters (bandwidth, lag length, penalty) to show robustness.32- Plot **confidence bands / Monte Carlo error**; avoid chartjunk (no 3D, minimal color, legible at print size).33- Use **vector output (PDF/EPS)** so exhibits stay crisp; ensure they survive grayscale printing.3435## Formatting notes3637- Number tables and figures, call them out in order, and give each a self-contained caption.38- Math in captions/notes in LaTeX via the **elsarticle** class for consistency with the manuscript.39- At submission everything lives in the single PDF; keep source and high-res files staged for acceptance.4041## Execution bridge (StatsPAI / Stata MCP)4243Generate exhibits from the fitted result, not by retyping numbers. Full map:44[`execution-with-mcp`](../../../shared-resources/empirical-methods/execution-with-mcp.md). Journal of Econometrics is a methods venue — estimator validity + simulation evidence are the contribution; pair estimates with diagnostics and Monte-Carlo where relevant.4546- **Tables:** `etable` (multi-model) or `did_summary_to_latex` straight from the `result_id`.47- **Figures:** `plot_from_result` / `enhanced_event_study_plot` / `event_study_table` —48 axis units and the SE/clustering note baked in.49- **Every note** names the estimator + clustering and states the magnitude in interpretable units.5051See a full fitted-result → exhibit chain in the [JF execution walkthrough](../../../Journal-of-Finance-Skills/resources/worked-examples/02-execution-walkthrough.md).52## Anti-patterns5354- A 12-column table with no row/column grouping and no notes55- Power reported without empirical size (size-distorted power is meaningless)56- Tuning-parameter sensitivity omitted, hiding fragility57- Figures with default software styling, illegible in grayscale, or missing Monte Carlo error58- Over-precise decimals implying accuracy the replication count cannot deliver5960## Output format6162```63【Size table】separate panel, nominal 5%/10%? [Y/N]64【Power table】size-adjusted, vs. nearest method? [Y/N]65【Estimator table】bias / RMSE / coverage? [Y/N]66【Notes】DGP / n / reps / tuning stated? [Y/N]67【Theory figures】coverage-vs-n / power curves / limiting-dist check? [list]68【Print quality】vector, grayscale-safe, legible in single PDF? [Y/N]69【Next step】joe-writing-style70```7172---7374**Source:** [`brycewang-stanford/Awesome-Journal-Skills`](https://github.com/brycewang-stanford/Awesome-Journal-Skills) → `Journal-of-Econometrics-Skills/skills/joe-tables-figures/SKILL.md`