From jfe-skills
Stress-tests causal identification designs for JFE manuscripts: natural experiments, IV, staggered DID, RDD, and endogeneity/selection treatment.
How this skill is triggered — by the user, by Claude, or both
Slash command
/jfe-skills:jfe-identificationThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
- The empirical core is OLS + controls with endogeneity hand-waved away
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 layers on a hard requirement for credible identification: a correlation between a governance/financing variable and an outcome will not survive review unless the endogeneity is convincingly handled. The best corporate-finance paper each year wins the Jensen Prize.
rddensity).【Design】natural experiment / RDD / IV / matching+DID / structural / OLS
【Identifying variation】...
【Tests done】[parallel trends, first-stage F, McCrary, placebo, ...]
【Tests missing】[...]
【Cluster level】...
【Alternatives ruled out】[...] | 【Still open】[...]
【Next】jfe-empirical-design
npx claudepluginhub brycewang-stanford/awesome-journal-skills --plugin jfe-skillsStress-tests causal identification strategies (natural experiments, IV, DID, RDD) for empirical corporate finance papers targeting The Journal of Finance.
Helps choose and defend a causal identification strategy (DID, IV, RDD, event study, matching) for JCF corporate-finance empirical papers with endogenous firm-level data.
Builds credible identification and research design for JFQA empirical finance papers: portfolio sorts, Fama-MacBeth, panel FE, staggered DID, IV, RDD, event studies. Also supports theoretical submissions.