Skill UI

This guide outlines the rigorous methodological standards required for empirical finance manuscripts. It covers essential details from sample construction (attrition tables, survivorship bias) to variable definition, merge integrity, and appropriate statistical inference (clustering, panel structure). Use this to harden your data layer and ensure your methodology is robust enough to pass peer review in top finance journals.

Provides rigorous guidelines for analyzing experimental game data and constructing numerical examples for high-level theoretical journals. Emphasizes that analysis must be tightly linked to theoretical claims, such as matching observed outcomes to predicted equilibria, rather than serving as general causal evidence. Covers session-level clustering, structural fitting, and ensuring computational reproducibility.

This guide outlines the best practices and norms for executing and reporting empirical analyses in governance and comparative political science. It covers essential methods including cross-national inference, clustering uncertainty, robustness checks, multi-method triangulation, and ensuring reproducibility, guiding researchers to conduct rigorous, publication-ready studies.

A comprehensive framework for conducting rigorous empirical data analysis required for top-tier academic journals. It guides users through building transparent archival samples, specifying appropriate panel data estimators (like firm/year fixed effects), ensuring correct standard error clustering, and executing sophisticated identification strategies (e.g., Difference-in-Differences, Instrumental Variables). Essential for addressing endogeneity and passing deep reviewer scrutiny.

A comprehensive guide for executing and reporting the full empirical robustness battery required by top accounting journals. It covers modern econometric techniques like standard error clustering, advanced Difference-in-Differences (DiD) estimators for staggered timing, Regression Discontinuity (RD) diagnostics, and Instrumental Variables (IV/2SLS). The guide emphasizes rigorous validation of accounting constructs, executing multiple sensitivity tests, and ensuring full data-and-code reproducibility for academic publication.

A comprehensive guide for stress-testing and defending empirical identification strategies in finance and economics manuscripts. It covers advanced econometric techniques such as Staggered DiD, Instrumental Variables (IV), Regression Discontinuity Design (RDD), and Event Studies, providing actionable advice on fixed effects, clustering, necessary robustness checks, and anticipating referee challenges.

A comprehensive guide detailing the conventions for constructing high-quality empirical tables and figures, especially for corporate finance and econometrics journals. Covers best practices for reporting summary statistics, fixed effects, clustering, event-study/CAR plots, and ensuring self-contained notes for academic publication.

A comprehensive methodological guide for conducting rigorous quantitative research in finance, covering asset pricing, corporate finance, and econometrics. This skill defines the necessary standards for factor construction, portfolio sorting, advanced estimators (Fama-MacBeth, GMM), robust standard error clustering, and multiple-testing discipline. It ensures research designs are academically sound, reproducible, and suitable for top-tier financial journals.

A comprehensive guide for planning and stress-testing empirical analysis in financial intermediation, specifically for high-impact journals. It covers the construction of bank/loan-level panel datasets, defining variables (growth vs. levels), implementing advanced econometric specifications (e.g., fixed effects), and executing substantial robustness checks (placebo periods, alternative clustering). It also guides the planning of reproducible numerical illustrations for theoretical models.

A comprehensive guide for formatting tables and figures for submissions to the Journal of Financial and Quantitative Analysis (JFQA). This skill ensures that all exhibits are self-contained, adhere to rigorous academic standards, and meet strict formatting requirements (e.g., stating economic magnitudes, winsorization, and clustering methods) for double-anonymous review.

A comprehensive guide for formatting and creating high-impact tables and figures for academic submissions, particularly adhering to The Journal of Law and Economics (JLE) standards. It teaches how to visually present the main effect of a legal rule (e.g., event-studies, RD, DiD) clearly and concisely, ensuring the core identification is legible at a glance. Covers best practices for standard errors, clustering, and self-contained academic notes.

This guide helps authors structure and refine academic exhibits (tables and figures) for highly selective policy journals (like JPP&M). It addresses the crucial need to cater to a dual audience: methods-literate reviewers requiring technical detail (estimators, SEs, clustering) and policy practitioners needing immediate, decision-relevant magnitude (e.g., percentage points, dollars). It covers best practices for Event-Study, DiD, RDD, and forest plots, ensuring the presentation is actionable and adheres to strict page limits.