From jape-skills
Designs or defends empirical identification strategies for Journal of Applied Econometrics manuscripts, covering time-series, panel, IV, and quasi-experimental designs with reproducible diagnostics.
How this skill is triggered — by the user, by Claude, or both
Slash command
/jape-skills:jape-identification-strategyThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
- Choosing or defending the empirical design for a JAE paper
JAE publishes applications on real data, so identification is a credible empirical strategy, not a theorem. The bar: a clearly stated estimand, explicit identifying assumptions, and diagnostics that test them, all reproducible from deposited code/data. Separate the econometric object from the substantive claim, and justify causal language with the design, not estimator branding.
Every check must be regeneratable from the programs you will deposit in the JAE Data Archive. With confidential data, the readme must describe the source and extraction well enough for others to apply for access and re-run it. A diagnostic you cannot reproduce is not a defense.
For each design, JAE referees expect a named diagnostic and the script that produces it in the eventual deposit:
| Design | Load-bearing diagnostic | Archive artifact |
|---|---|---|
| VAR / shock identification | Robustness across identification schemes; lag-order sensitivity | var_ident.do + exported IRF CSVs |
| Dynamic panel GMM | Hansen J, AR(2), instrument count vs. N | gmm_diag.do + instrument-matrix log |
| IV / 2SLS | Effective first-stage F; Anderson–Rubin CI; overid test | iv_firststage.R + AR-interval table |
| Staggered DID / event study | Pre-trend test; heterogeneity-robust estimator comparison | did_pretrends.R + event-study CSV |
| RDD | Density (manipulation) test; bandwidth sensitivity curve | rd_density.R + bandwidth grid output |
| Forecasting | Out-of-sample loss comparison; stability over subsamples | oos_eval.R + rolling-window results |
A blank archive-artifact cell means the defense exists only as prose — at this journal that counts as no defense.
Estimand: the 12-month price response to a 1% exchange-rate movement. Instrument: foreign monetary-policy surprises. First pass: effective F ≈ 8 — below comfort. The JAE-grade response is not to bury it: report the 2SLS estimate 0.31 (s.e. 0.09) next to an Anderson–Rubin 95% interval [0.07, 0.61], show OLS (0.18, s.e. 0.04) for the endogeneity direction, and add a stronger-instrument subsample where F ≈ 19 and the AR interval tightens. Every column maps to one script in the deposit; the readme names which table each program rebuilds.
Estimand: [population object, one sentence]
Assumption A1: [statement] → Test: [diagnostic] → Script: [file] → Result: [pass/fail + number]
Assumption A2: ...
Confidential-data note: [access path readers can follow, if applicable]
【Estimand】one sentence
【Design】time-series / panel / IV-GMM / quasi-experiment / forecasting
【Assumptions】each has a test? [Y/N]
【Inference】matched to design? [Y/N]
【Reproducible】every diagnostic regeneratable? [Y/N]
【Map】each assumption → test → script → exhibit complete? [Y/N]
../../resources/external_tools.md — estimators and inference packages../../resources/official-source-map.md — Data Archive reproducibility sourcesnpx claudepluginhub brycewang-stanford/awesome-journal-skills --plugin jape-skillsStress-tests identification strategies for JEEA manuscripts: causal identification in empirical designs, parameter identification in structural models, or assumption transparency in theory papers.
Stress-tests empirical identification strategies (DID, IV, RDD, event study, structural estimation) for economics manuscripts. Evaluates credibility and economic interpretation before drafting results.
Stress-tests causal identification strategies for JPE manuscripts: DID, IV, RDD, event studies, and structural estimation. Flags design flaws like staggered TWFE or weak IV before drafting tables.