Agent skill

Jfqa Identification Strategy

by brycewang-stanford in brycewang-stanford/Awesome-Journal-Skills

A skill your agent uses when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and…

MITAuto-check passedResearch & Science

Install Jfqa Identification Strategy

skills CLI
$ npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfqa-identification-strategy -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install brycewang-stanford/Awesome-Journal-Skills jfqa-identification-strategy --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/brycewang-stanford/Awesome-Journal-Skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/Journal-of-Financial-and-Quantitative-Analysis-Skills/skills/jfqa-identification-strategy .claude/skills/jfqa-identification-strategy && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
jfqa-identification-strategy
GitHub stars
1.2k
Token cost
~1.6k tokens
SKILL.md length
696 words
Files
1
Skills in repo
2,387
Repo updated
First seen
Licence
MIT

At a glance

A skill your agent uses when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and…

  • Works in 5 steps: detect_design → recommend → fit with… → Staggered DiD: callaway_santanna /… → IV: effective_f_test + an… → …
  • Panel fixed effects
  • SKILL.md covers Empirical finance designs (the…, What referees demand, Theoretical submissions and Threat-to-remedy matrix for…, plus 4 more sections
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Jfqa Identification Strategy is an agent skill from brycewang-stanford/Awesome-Journal-Skills. Use when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and Fama-MacBeth, panel fixed effects, staggered DID on regulatory shocks, IV / natural experiments, RDD at thresholds, and event studies — with the inference finance referees demand. For theoretical submissions, pivot to assumptions, results, and proof exposition.

Its SKILL.md is about 1.6k tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

It sits in Research & Science. The repository describes itself as: Journal-specific Claude Code/Codex skill packs covering mainstream journals — AER, QJE, Nature, Cell, 管理世界, 经济研究 & 200+ more — your fast track to getting published. | 覆盖主流期刊的… The licence is MIT.

When your agent uses it

  • Panel fixed effects
  • Staggered DID on regulatory shocks
  • IV / natural experiments
  • RDD at thresholds

Example prompts

  • “/jfqa-identification-strategy”

Workflow steps

5 steps, taken from the first numbered list in SKILL.md.

  1. detect_design → recommend → fit with as_handle=true → audit_result to list
  2. Staggered DiD: callaway_santanna / sun_abraham + bacon_decomposition +
  3. IV: effective_f_test + an anderson_rubin_ci (valid under weak instruments),
  4. RDD: rdrobust (bias-corrected) + rddensity / mccrary_test for manipulation.
  5. OVB: oster_delta / sensemakr — how strong a confounder would have to be.

What it can do on your machine

Read from SKILL.md and the folder at commit 932eb23. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md.

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Jfqa Identification Strategy loads about 1.6k tokens when it runs. Until then it costs about 115 tokens; SKILL.md has 696 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~115
When it runs · the whole SKILL.md, loaded when a task matches
~1.6k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from brycewang-stanford/Awesome-Journal-Skills at commit 932eb23, republished under its MIT licence (© brycewang-stanford). 696 words, ~1,608 tokens.

Download SKILL.mdSave it as .claude/skills/jfqa-identification-strategy/SKILL.md (or your agent's skills folder).
name
jfqa-identification-strategy
description
Use when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and Fama-MacBeth, panel fixed effects, staggered DID on regulatory shocks, IV / natural experiments, RDD at thresholds, and event studies — with the inference finance referees demand. For theoretical submissions, pivot to assumptions, results, and proof exposition.

JFQA Identification Strategy (jfqa-identification-strategy)

Use this skill to make the research design defensible for JFQA, an empirical and quantitative finance journal. JFQA referees press hard on whether a correlation is causal (or, in asset pricing, whether a premium is robust and not data-mined).

Empirical finance designs (the common case)

Pick the design that matches the question and defend it:

  • Cross-section of returns — portfolio sorts and Fama-MacBeth regressions; Newey-West / clustered SEs; control for standard factors; report economic magnitudes (return per one-SD change), not only t-stats; guard against data snooping (out-of-sample, multiple-testing awareness).
  • Corporate finance panels — firm and time fixed effects, two-way clustering; show the variation that identifies the coefficient.
  • Policy / regulatory shocks — staggered DID with a modern estimator (Callaway-Sant'Anna, de Chaisemartin-D'Haultfœuille), event-study leads/lags, and parallel-trends evidence; avoid naive TWFE on staggered timing.
  • Natural experiments / IV — instrument relevance (first-stage F), exclusion logic backed by an economic story, weak-IV-robust CIs.
  • Thresholds / index reconstitution — RDD with manipulation/density tests and bandwidth robustness.
  • Announcements — event study with CARs/BHARs, a defensible market model, and attention to calendar clustering.

What referees demand

  • The right standard errors (clustering dimension justified, two-way where needed).
  • Economic significance reported alongside statistical significance.
  • Endogeneity confronted explicitly, not waved away with "controls."

Theoretical submissions

JFQA also publishes theory. If your paper is a model, pivot this skill to: stating assumptions transparently, deriving results/propositions, clean proof exposition, and testable implications a finance reader can take to data. Keep generality matched to the question.

Threat-to-remedy matrix for the JFQA referee report

Endogeneity threatHow it surfaces in the draftJFQA-grade remedy
Reverse causalityoutcome plausibly drives the regressortiming structure, a shock that moves only the regressor, or an IV with an economic exclusion story
Omitted firm-level variation"we control for size and B/M"firm FE plus a within-firm variation count showing the coefficient is still identified
Selection into treatmenttreated and control firms differ pre-eventmatching or entropy balancing plus pre-trend evidence, not either alone
Anticipation of regulationeffects appear before adoptionshift the event date, drop the anticipation window, show announcement-date returns
Data-mined anomalyone sort, one sample, large t-statsub-period splits, out-of-sample evidence, multiple-testing discussion
Bad controlspost-treatment variables on the RHSre-specify; report with and without, and explain which is the estimand
Show full SKILL.md (326 more words)Show less

Worked vignette: staggered adoption done the JFQA way (illustrative)

Suppose 23 states adopt a disclosure rule between 2008 and 2016 and the outcome is the credit spread of in-state issuers. A naive TWFE regression gives -4.1%; the Callaway-Sant'Anna group-time ATT gives -2.6% because late-vs-already-treated comparisons inflated the TWFE number. The JFQA presentation: CS estimator as the headline, TWFE relegated to the appendix with the discrepancy explained, an event-study figure whose lead coefficients are jointly insignificant (p = 0.42), and — with only 23 clusters — wild cluster bootstrap inference (p = 0.03) instead of leaning on asymptotics. That package answers the three referee questions (estimator, pre-trends, inference) before they are asked.

The anomaly-credibility bar in asset pricing

  • Acknowledge the multiple-testing problem head-on: the post-2016 factor-zoo literature argues for materially higher t-hurdles for new predictors; state how many specifications were examined.
  • Show tradability: turnover, transaction-cost drag, and whether the premium survives value-weighting and the exclusion of microcaps.
  • Run spanning tests against the standard factor models in current use; a new "factor" that the existing ones price is a robustness row, not a contribution.

Execution bridge (StatsPAI / Stata MCP)

Estimate and audit the identification claim, don't only argue it. Full map: execution-with-mcp. JFQA is empirical finance (asset pricing + corporate) — the DiD / IV / RDD chain for corporate causal claims, the factor-zoo haircut for cross-sectional pricing.

  1. detect_design → recommend → fit with as_handle=true → audit_result to list the checks the design still owes.
  2. Staggered DiD: callaway_santanna / sun_abraham + bacon_decomposition + honest_did_from_result (the pre-trend test is low-power, Roth 2022).
  3. IV: effective_f_test + an anderson_rubin_ci (valid under weak instruments), not a 2SLS t-stat alone.
  4. RDD: rdrobust (bias-corrected) + rddensity / mccrary_test for manipulation.
  5. OVB: oster_delta / sensemakr — how strong a confounder would have to be.

Report the economic magnitude; route the full battery to the appendix; keep every number reproducible. A run end-to-end (synthetic data, real returns) is in the JF execution walkthrough. If StatsPAI/Stata are not connected, adapt the vendored resources/code/ skeleton and flag any unverified number.

Output format

【Design】sorts/FMB / panel FE / staggered DID / IV / RDD / event study / theory
【Identifying variation】what makes it credible
【Inference】clustering / weak-IV / multiple-testing handling
【Economic magnitude】effect size in finance units
【Next step】jfqa-data-analysis

© brycewang-stanford, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

Just SKILL.md in Journal-of-Financial-and-Quantitative-Analysis-Skills/skills/jfqa-identification-strategy of brycewang-stanford/Awesome-Journal-Skills.

Open the folder on GitHubat commit 932eb23

Compare with similar skills

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GitHub Deep Researchbytedance/deer-flow84k4 repos~1.3kAutomated safety check: PassMIT
Nature Paper CardYuan1z0825/nature-skills47k2 repos~2.1kAutomated safety check: PassApache-2.0
Content Research Writerweapp-tailwindcss/weapp-tailwindcss1.9k25 repos~3.5kAutomated safety check: PassMIT
Last30daysmvanhorn/last30days-skill64k—~7.9kAutomated safety check: NotesMIT

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Questions about Jfqa Identification Strategy

What does Jfqa Identification Strategy do?

A skill your agent uses when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and…. Jfqa Identification Strategy is an agent skill from brycewang-stanford/Awesome-Journal-Skills. Use when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and Fama-MacBeth, panel fixed effects, staggered DID on regulatory shocks, IV / natural experiments, RDD at thresholds, and event studies — with the inference finance referees demand.

When should I use Jfqa Identification Strategy?

Jfqa Identification Strategy fits situations like: panel fixed effects; staggered DID on regulatory shocks; IV / natural experiments; RDD at thresholds.

How do I install Jfqa Identification Strategy in Claude Code?

Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfqa-identification-strategy -a claude-code`. Or copy the skill folder (Journal-of-Financial-and-Quantitative-Analysis-Skills/skills/jfqa-identification-strategy in brycewang-stanford/Awesome-Journal-Skills) into .claude/skills/jfqa-identification-strategy in your project. Claude Code loads it when a task matches its description.

How do I install Jfqa Identification Strategy in Codex?

Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfqa-identification-strategy -a codex`. Or copy the skill folder (Journal-of-Financial-and-Quantitative-Analysis-Skills/skills/jfqa-identification-strategy in brycewang-stanford/Awesome-Journal-Skills) into .agents/skills/jfqa-identification-strategy in your project. Codex loads it when a task matches its description.

Can I use Jfqa Identification Strategy in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfqa-identification-strategy -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/jfqa-identification-strategy, .gemini/skills/jfqa-identification-strategy, .github/skills/jfqa-identification-strategy and .opencode/skills/jfqa-identification-strategy in your project.

What does Jfqa Identification Strategy need to run?

SKILL.md names no scripts, command-line tools or credentials: Jfqa Identification Strategy is instructions for the agent only.

Does Jfqa Identification Strategy access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Jfqa Identification Strategy safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Jfqa Identification Strategy use?

Jfqa Identification Strategy is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Jfqa Identification Strategy use?

About 1.6k tokens (SKILL.md is roughly 6.4k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Jfqa Identification Strategy?

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Who maintains Jfqa Identification Strategy?

brycewang-stanford (a GitHub user) maintains it in brycewang-stanford/Awesome-Journal-Skills, which has 1,231 GitHub stars. The repository holds 2,387 skills in this directory. The repository was last updated on September 27, 2026.

Source: brycewang-stanford/Awesome-Journal-Skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.