Agent Skills
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journal-of-econometrics
GitHub辅助评估计量经济学论文是否适合Journal of Econometrics，涵盖理论贡献、方法证据标准及排版风格，提供拒稿风险预警与替代期刊建议。
Trigger Scenarios
作者将Journal of Econometrics列为目标投稿期刊
提出新估计量或检验方法，需评估理论充分性
应用论文含方法创新，需决定是侧重方法还是领域贡献
提交前需了解拒稿风险及寻找替代期刊
Install
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill journal-of-econometrics -g -y
SKILL.md
Frontmatter
{
"name": "journal-of-econometrics",
"description": "Use when targeting Journal of Econometrics or deciding whether a theoretical or applied econometrics manuscript fits this venue. Encodes the journal's fit, framing, method-and-evidence bar, house style, official-submission re-check, and desk-reject heuristics."
}
Journal of Econometrics (journal-of-econometrics)
Journal positioning
The Journal of Econometrics is one of the field-defining outlets for econometric methodology, publishing new estimators, asymptotic and finite-sample theory, and inference procedures alongside serious applied econometrics that advances method. The paper that wins here delivers a method whose properties are proven, whose behavior is demonstrated, and that other researchers will actually use — not a one-off application of an existing toolkit. The readership is econometricians and methodologically sophisticated empirical economists, so the contribution must read as a tool, not a finding.
This skill is a fit / venue-selection / re-framing tool. It does not replace the journal's current official submission guidelines. Before submitting, re-check the live author instructions on the publisher's own site or submission system.
When to trigger
- The author names Journal of Econometrics as the target venue.
- A manuscript proposes a new estimator, test, or inference procedure and the author is unsure whether the theory is developed enough.
- An applied paper rests on a method twist and the author must decide whether to frame it as methods (here) or as a field/applied contribution elsewhere.
- The author needs this venue's desk-reject risks and a credible methods/applied-econometrics alternative list before submitting.
Scope & topic fit
- New estimators and tests with derived asymptotic theory (consistency, rates, limiting distributions) and, ideally, finite-sample analysis.
- Inference under realistic complications: heteroskedasticity, clustering, weak identification, high dimensionality, non-stationarity, dependence.
- Time-series and panel econometrics, nonparametric/semiparametric methods, microeconometrics, financial econometrics, and machine-learning-for-inference.
- Method that generalizes beyond one dataset; applied work is welcome when it carries a genuine methodological advance, not as a standard application.
Method & evidence bar
- Theorems with complete, correct proofs are the core deliverable; assumptions must be stated precisely and their roles made transparent.
- Asymptotic results should be accompanied by Monte Carlo evidence showing finite-sample behavior, size/power, and sensitivity to assumption violations.
- A real-data illustration is expected to show the method matters, not to make a substantive empirical claim.
- Position the procedure against existing estimators on rate, robustness, assumptions relaxed, or computational feasibility — a clear improvement on a known frontier.
Structure & house style
- The introduction states the inferential problem, what existing methods cannot do, the new procedure, and its theoretical properties, before any application.
- Separate the assumptions, the estimator/test definition, the asymptotic theory, the Monte Carlo design, and the empirical illustration into clean, signposted sections.
- A technical/supplementary appendix typically carries long proofs, additional simulations, and regularity conditions; the main text keeps the argument readable.
- Notation must be consistent and standard; exhibits report simulation results (bias, RMSE, size, power) legibly, and code is expected to be available.
Official-submission checklist
- Before giving submission-ready advice, read
../../resources/source-basis.mdand../../resources/official-source-map.md; start from the official source anchors for this journal family, then cite the current journal-specific page you checked. - Search the live site for "Journal of Econometrics submission guidelines / guide for authors" and follow the current Elsevier/society version, not a third-party broker's copy.
- Re-check formatting, abstract/JEL or keyword codes, reference style, the supplementary-material/proof-appendix policy, and the data & code availability requirements.
- Re-check the current replication/code-deposit expectation and any structured-submission requirements on the editorial system.
- If the live official instructions conflict with this skill, the official instructions win.
Pre-submission self-check
- One sentence stating why an econometrician would adopt this method over the current best alternative.
- The contribution is stated as a method / theorem / inference advance, not as an empirical result.
- The introduction positions the paper against the relevant estimation/inference literature and frontier.
- Proofs are complete and Monte Carlo evidence covers finite-sample size, power, and assumption violations.
- Code for the estimator and simulations is ready for deposit and reproducible.
Common desk-reject triggers
- A standard application of an existing estimator with no methodological novelty.
- A proposed method with no asymptotic theory, or with proofs that are sketched, missing, or wrong.
- Monte Carlo "evidence" that omits adverse cases, size distortion, or comparison to incumbents.
- An empirical paper dressed as methods because it used a slightly modified specification.
Re-routing decision
- Applied econometrics with a modest method twist but a real substantive finding →
journal-of-applied-econometricsorjournal-of-business-and-economic-statistics. - Pure theory of identification with no estimator →
quantitative-economics; a finished general-interest result →econometrica. - A method built for one field's data → the relevant field venue (
journal-of-international-economics,journal-of-labor-economics,journal-of-monetary-economics) framed as applied. - If the contribution is substantive economics, not inference, route to a general or field economics journal instead.
Output format
[Fit] High / Medium / Low (one-line reason)
[Target] Journal of Econometrics
[Topic tags] <2–3 closest topics>
[Method/evidence] <does the theory + Monte Carlo evidence clear this venue's bar?>
[Top risk] <the single most likely reason for rejection>
[Official items to re-check] <submission system / proof appendix / abstract / code deposit / formatting>
[Re-route suggestion] <if not a fit, a better-matched venue>
Version History
- 1839142 Current 2026-07-05 13:08
