Agent skill · Business & Finance

jfe-identification

Use when the causal identification or inference design is the bottleneck for a Journal of Financial Economics (JFE) manuscript — natural experiments, IV, staggered DID, RDD, and explicit endogeneity/selection treatment. Stress-tests the design before drafting tables; it does not finalize factor construction or estimators (see jfe-empirical-design).

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claude-codeMIT
Install
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfe-identification --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-Financial-Economics-Skills/skills/jfe-identification/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 & Endogeneity (jfe-identification) ## When to trigger - The empirical core is OLS + controls with endogeneity hand-waved away - A DID uses two-way fixed effects with staggered adoption and you have not addressed the heterogeneous-treatment-effects bias - Your IV's exclusion restriction or relevance is undefended - Selection into the sample or treatment is plausible and unaddressed - A referee could say "your X is endogenous to your Y" ## The JFE identification bar JFE referees expect endogeneity and selection to be treated explicitly, and they expect every plausible alternative explanation to be ruled out — not waved away. Corporate-finance papers are held to a credible-design standard; asset-pricing papers to a disciplined-inference standard (see `jfe-empirical-design`). This skill covers the corporate-finance causal side; the design/estimator side lives in `jfe-empirical-design`. JFE corporate finance descends from **Jensen & Meckling (1976), "Theory of the firm: Managerial behavior, agency costs and ownership structure"** — the agency-cost foundation and the journal's single most-cited paper. Modern reviewing keeps that demand for an economic *mechanism* but lay

What's inside
Steps it walks through
  1. When to trigger
  2. The JFE identification bar
  3. Design priority (strong -> weaker)
  4. Branches
  5. Branch A — DID / natural experiment
  6. Branch B — IV
  7. Branch C — RDD
  8. Branch D — selection / sample construction
  9. Branch E — structural
  10. Execution bridge (StatsPAI / Stata MCP)
  11. Checklist
  12. Anti-patterns
  13. Output format
More from Awesome-Journal-Skills
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About this skill
What does the jfe-identification skill do?

Use when the causal identification or inference design is the bottleneck for a Journal of Financial Economics (JFE) manuscript — natural experiments, IV, staggered DID, RDD, and explicit endogeneity/selection treatment. Stress-tests the design before drafting tables; it does not finalize factor construction or estimators (see jfe-empirical-design).

How do I install it?

Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfe-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.

Keep going