Individual skill

ectheory-data-analysis

Use for the Monte Carlo and numerical-illustration component of an Econometric Theory (ET) paper — designing simulations that show finite-sample behavior tracks the asymptotics, plus any illustrative empirical example. Lighter than empirical journals; the spine stays the theory.

Econometric-Theory-Skills/skills/ectheory-data-analysis/SKILL.md

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# Numerical Illustration & Monte Carlo (ectheory-data-analysis)

## When to trigger

- Your theorem is proved and you need simulations showing it bites in finite samples
- Reviewers will ask whether the asymptotic approximation is accurate at realistic n
- You include an illustrative empirical application and want it to serve the theory, not the reverse
- The simulation design feels arbitrary and you need principled choices

## Role of "data analysis" at a theory journal

ET is theorem-proof first; numerical work is **evidence that the asymptotics are useful**, not the
contribution itself. Two distinct, optional components:
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