rof-identification-strategy
Use when the credibility core of a Review of Finance (RoF) manuscript is the bottleneck — causal identification for empirical finance (DID, IV, RDD, event study, natural experiments) OR assumptions, results, and proof exposition for theoretical finance. Stress-tests the design or model to the top-three-finance-journal standard.
Profile →npx skills add brycewang-stanford/Awesome-Journal-Skills --skill rof-identification-strategy --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 & Theory Strategy (rof-identification-strategy) ## When to trigger - The empirical core is panel regressions with controls and an undefended causal claim - A DID uses two-way fixed effects on staggered timing without modern estimators - An IV's first stage is weak or its exclusion restriction is unargued - The paper is **theoretical** and the assumptions, generality, or proof exposition are the weak link ## The RoF credibility bar RoF referees apply **top-three-finance-journal standards** to the inferential or logical spine. Because RoF publishes **both empirical and theoretical** finance, "identification" means two different things — pick the branch matching your paper. ### Branch E1 — Empirical: causal design for finance - **Natural experiments / shocks**: regulatory changes, index reconstitutions, staggered law adoption. Name the identifying variation in one sentence and defend its exogeneity. - **DID / event study**: under staggered adoption, move beyond TWFE (Callaway–Sant'Anna, Sun–Abraham, de Chaisemartin–D'Haultfœuille); report a Goodman-Bacon decomposition and clean pre-trends. - **IV**: strong first stage (report F); weak-IV-robust inference when needed;
- When to trigger
- The RoF credibility bar
- Branch E1 — Empirical: causal design for finance
- Branch T1 — Theoretical: assumptions, results, proof exposition
- Diagnostics placement grid — body vs. internet appendix
- Worked vignette — a staggered short-sale-ban DID
- Referee pushback and the venue-specific repair
- Execution bridge (StatsPAI / Stata MCP)
- Anti-patterns
- Output format
What does the rof-identification-strategy skill do?
Use when the credibility core of a Review of Finance (RoF) manuscript is the bottleneck — causal identification for empirical finance (DID, IV, RDD, event study, natural experiments) OR assumptions, results, and proof exposition for theoretical finance. Stress-tests the design or model to the top-three-finance-journal standard.
How do I install it?
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill rof-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.