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jcf-identification-strategy

separate

Use when designing or defending the causal identification strategy for a Journal of Corporate Finance (JCF) empirical paper — choosing and stressing a design (DID/staggered shocks, IV/GMM, RDD, event study, matching) for firm-level data with endogenous corporate decisions. It evaluates and hardens the design; it does not run the regressions.

When to use

• Picking a credible design for a corporate-finance question with endogenous choices
• Pre-empting the referee's endogeneity or reverse-causality objection
• Defending parallel trends, exclusion restrictions, or window cleanliness
• Choosing and stressing a design (DID/staggered shocks, IV/GMM, RDD, event study, matching)
• Grading shock quality for corporate-finance settings
• Writing the selection-into-treatment paragraph
• Auditing the design using modern estimators and diagnostics

When not to use

• Running the regressions

Skill page

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