Browse reusable Agent Skills, each with a clear purpose and practical guidance.
Use when staking an Economic Policy (EP) manuscript's contribution against the live policy debate and the adjacent academic literature. Sharpens the policy-and-academic positioning; it does not invent evidence or citations.
Use when an Economic Policy (EP) manuscript's results may be specification-, sample-, or inference-fragile, especially ahead of the two-discussant panel. Organizes robustness by the threat a discussant will raise; it does not invent evidence or citations.
Use when the bottleneck is identification and inference for an Econometrica manuscript — identification conditions and asymptotic distribution theory for an estimator, or axioms and existence/uniqueness for a theory model. Stress-tests the formal foundations before the proofs and simulations are written.
Use when locating an Econometrica result precisely within the methods / theory lineage it extends, and when writing the related-work paragraphs that pre-empt "how does this differ from X?" Builds the positioning — it does not judge overall fit (use ecta-topic-selection) or state the theorem (use ecta-theory-model).
Use to red-team an Econometrica manuscript before submission and to anticipate co-editor and referee objections — proof gaps, generality, missing finite-sample evidence, and competing methods. Predicts and pre-empts attacks; it does not draft the response letter after reports arrive (use ecta-rebuttal).
Use when an Econometrica manuscript needs finite-sample evidence and edge-case scrutiny — Monte Carlo design, finite-sample performance, regularity-condition stress tests, and degenerate cases. Designs and audits the simulation evidence; it does not derive the asymptotics (use ecta-identification) or format the resulting tables (use ecta-tables-figures).
Use when the central theorem of an Econometrica manuscript must be stated cleanly and proven completely — assumptions, generality, and proof strategy. Builds and audits the theorem-and-proof core; it does not derive the identification/asymptotic conditions (use ecta-identification) or run simulations (use ecta-robustness).
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.
Use when the assumptions, regularity conditions, and asymptotic results are the bottleneck for an Econometric Theory (ET) theorem-proof paper — adapt "identification" to mean stating defensible assumptions, proving the limit theory, and establishing generality, not causal design.
Use to stake an Econometric Theory (ET) contribution against the existing theory frontier — which assumptions you weaken, which limit result you generalize, what was previously unproven — using APA author-date citations, not a standalone literature survey.