Individual skill

joe-data-analysis

Use when designing the Monte Carlo study and empirical illustration that demonstrate a Journal of Econometrics (JoE) method works in finite samples. Covers size/power simulation design, DGP stress tests, and the role of the applied illustration relative to the theory.

Journal-of-Econometrics-Skills/skills/joe-data-analysis/SKILL.md

Read pinned source

Source commit 932eb23331721b16e967c59f093781be1928b498

What was checked

Matches the observed repository HEAD
Yes
Scanner rules are current
Yes
Repository scan complete
No
Skill scan complete
Yes
Observed behavior
Network or broad shell
Last checked
Nov 9, 2026

These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.

Install this skill

Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.

An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.

Repository context

Repository stars (not skill ratings)
1,404
Repository last updated
Sep 27, 2026
License
MIT

Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.

Files and excerpt

File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.

Browse files
Read excerpt

# Monte Carlo & Empirical Illustration (joe-data-analysis)

## When to trigger

- The theorems are settled but the finite-sample evidence is thin or one-off
- A simulation reports point estimates but no size/power, or never stresses the assumptions
- You are unsure how large or how diverse the Monte Carlo design must be
- You have an empirical illustration but it is doing the wrong job (over- or under-claiming)

## What "data analysis" means at a methodology journal

At the *Journal of Econometrics* the empirical work serves the **method**, not the other way around. A theorem describes behavior as $n\to\infty$; the **Monte Carlo** shows the asymptotics bite at realistic sample sizes, and the **empirical illustration** shows the method is usable and yields a sensible answer on real economic data. The applied illustration is a demonstration, **not** the paper's primary contribution — purely applied work without a methodological advance is out of scope here. Build both as evidence that the formal claims hold.

## Monte Carlo design
Back to top