Individual skill
rfs-identification
Use when the causal-inference or asset-pricing identification strategy is the bottleneck for a The Review of Financial Studies (RFS) manuscript — quasi-experiments (DID, IV, RDD, event study) and factor-model identification. Stress-tests the design before drafting tables.
Review-of-Financial-Studies-Skills/skills/rfs-identification/SKILL.md
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# Identification Strategy (rfs-identification)
## When to trigger
- The empirical core is OLS + controls with an open endogeneity threat
- A DID uses two-way fixed effects (TWFE) without addressing staggered-adoption bias
- An IV has a weak first stage or a contestable exclusion restriction
- A cross-sectional asset-pricing claim rests on a factor that may be data-mined
- Reviewers will ask "what is your source of variation?" and you lack a crisp answer
## The RFS identification bar
RFS applies the **same high causal-inference standard as JF and JFE**: a claim of causality requires a credible source of exogenous variation, not a richer control set. RFS is more receptive than the others to *genuinely new questions* and to *structural / theoretical* identification — but novelty never substitutes for a clean design. Pick the strongest feasible strategy below.
