Agent skill · Data & Analytics

jcf-identification-strategy

Use when designing or defending the causal identification strategy for a Journal of Corporate Finance (JCF) empirical paper — choosing and stressing a design (DID/staggered shocks, IV/GMM, RDD, event study, matching) for firm-level data with endogenous corporate decisions. It evaluates and hardens the design; it does not run the regressions.

brycew6m878★ · +32/wk · 1 repos on radarProfile →
claude-codeMIT
Install
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jcf-identification-strategy --agent claude-code

Same command for any agent — swap --agent for codex, cursor, copilot.

Facts
Files in the skill folder: 1
SKILL.md size: 6 KB
Bundled scripts: none
Path: Journal-of-Corporate-Finance-Skills/skills/jcf-identification-strategy/SKILL.md
Open the folder on GitHub →
Where it comes from
Stars: 909 · +31 this week
Language: Stata
Read our review of the source →

Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.

From the SKILL.md

# Identification Strategy (jcf-identification-strategy) ## When to trigger - Picking a credible design for a corporate-finance question with endogenous choices - Pre-empting the referee's "your X is endogenous / reverse-causal" objection - Defending parallel trends, exclusion restrictions, or window cleanliness ## Why JCF needs a real design Corporate-finance variables (leverage, governance, payout, M&A) are **choices**, so OLS-with-controls invites endogeneity, omitted-variable, and reverse-causality critiques. JCF is empirical corporate finance: a clean identification strategy is what separates a publishable paper from a desk reject. Match the design to the source of variation. ## Design menu (corporate finance) - **Staggered DID** around law/regulation/governance shocks — use **modern estimators** (Callaway–Sant'Anna, Sun–Abraham, de Chaisemartin–D'Haultfœuille), run **Goodman-Bacon** diagnostics, show **event-study leads** for pre-trends. Plain TWFE on staggered timing is a known pitfall. - **IV / dynamic-panel GMM** — justify the exclusion restriction in words, report **first-stage F** and weak-IV-robust CIs; for leverage dynamics, `xtabond2`-style GMM with instrument-count di

What's inside
Steps it walks through
  1. When to trigger
  2. Why JCF needs a real design
  3. Design menu (corporate finance)
  4. Hardening checklist
  5. Shock-quality grading for corporate-finance settings
  6. Worked stress test: a staggered-adoption claim
  7. Selection-into-treatment: the paragraph referees look for
  8. Execution bridge (StatsPAI / Stata MCP)
  9. Anti-patterns
  10. Output
More from Awesome-Journal-Skills
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About this skill
What does the jcf-identification-strategy skill do?

Use when designing or defending the causal identification strategy for a Journal of Corporate Finance (JCF) empirical paper — choosing and stressing a design (DID/staggered shocks, IV/GMM, RDD, event study, matching) for firm-level data with endogenous corporate decisions. It evaluates and hardens the design; it does not run the regressions.

How do I install it?

Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jcf-identification-strategy --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.

Keep going