ier-identification
Use when the identification argument is the bottleneck for an International Economic Review (IER) manuscript — structural parameter identification, empirical causal identification, or for a theory result, what makes it tightly pinned. Stress-tests the data-to-object mapping to IER's rigor bar; it does not run the estimation.
Profile →npx skills add brycewang-stanford/Awesome-Journal-Skills --skill ier-identification --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Identification Strategy (ier-identification) ## When to trigger - A structural model's parameters are estimated but it is unclear *what in the data* identifies each one - The headline counterfactual is suspected to be driven by a calibrated elasticity nobody defends - An empirical causal claim rests on OLS + controls, or TWFE on staggered timing - A referee says the result is "calibration in disguise" or "not credibly identified" - For a theory paper, you need to confirm the result is *pinned* (which assumption identifies it) — though the tightness craft lives in `ier-theory-model` ## The IER identification bar IER prizes a **clean model-to-evidence link**, so identification is judged by one test: is the **mapping from data to the object of interest explicit and defended**? The object differs by branch, and so does what "identified" means. Pick the branch and make the mapping transparent — a referee should be able to point at the data feature that moves each estimate. ### Branch A: Structural / quantitative (the IER core) This is where most IER identification debates happen. The failure mode is treating "the estimator converged" as if it were identification. - **Name what identif
- When to trigger
- The IER identification bar
- Branch A: Structural / quantitative (the IER core)
- Branch B: Empirical causal design (applied micro)
- Branch C: Econometric method / theory
- The boundary with ier-theory-model
- The sensitivity matrix as the IER identification exhibit
- Distinguishing calibration from estimation cleanly
- Execution bridge (StatsPAI / Stata MCP)
- Checklist
- Anti-patterns
- Worked vignette: identifying a trade elasticity (illustrative)
- Referee pushback mapped to the identification fix
- Output format
What does the ier-identification skill do?
Use when the identification argument is the bottleneck for an International Economic Review (IER) manuscript — structural parameter identification, empirical causal identification, or for a theory result, what makes it tightly pinned. Stress-tests the data-to-object mapping to IER's rigor bar; it does not run the estimation.
How do I install it?
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill ier-identification --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From brycewang-stanford/Awesome-Journal-Skills, a repository with 909 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.