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jcf-data-analysis

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Use when building and running the empirical analysis for a Journal of Corporate Finance (JCF) paper — assembling WRDS-era firm panels (Compustat/CRSP/SDC/DealScan), constructing variables, estimating with fixed effects and clustered errors, and layering robustness. It guides the empirical build; pair it with jcf-identification-strategy for the design itself.

When to use

• Assembling firm-level panels
• Constructing corporate-finance variables
• Choosing estimators and fixed effects
• Planning robustness batteries
• Building reproducibility scripts
• Auditing firm-panel construction

When not to use

• Identification strategy design

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