Individual skill
qe-identification-strategy
Use when the identification argument is the bottleneck for a Quantitative Economics (QE) manuscript — whether causal identification in an empirical design, parameter identification in a structural/computational model, or treatment-effect identification in an experiment. Stress-tests the strategy to the QE general-interest quantitative bar before exhibits are finalized.
Quantitative-Economics-Skills/skills/qe-identification-strategy/SKILL.md
Source commit 932eb23331721b16e967c59f093781be1928b498
What was checked
- Matches the observed repository HEAD
- Yes
- Scanner rules are current
- Yes
- Repository scan complete
- No
- Skill scan complete
- Yes
- Observed behavior
- Network or broad shell
- Last checked
- Nov 9, 2026
These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.
Install this skill
Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.
An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.
Repository context
- Repository stars (not skill ratings)
- 1,400
- Repository last updated
- Sep 27, 2026
- License
- MIT
Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.
- academic-writing Repository topic
- agent-skills Repository topic
- journal Repository topic
- academic-research Repository topic
- ai-agents Repository topic
- anthropic Repository topic
- awesome-list Repository topic
- claude Repository topic
- claude-code Repository topic
- economics Repository topic
- design Derived category
Files and excerpt
File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.
Browse files
SKILL.mdcore · 7,356 bytes
Read excerpt
# Identification Strategy (qe-identification-strategy)
## When to trigger
- A structural model's parameters are estimated but it is unclear *what in the data* identifies them
- An empirical causal claim rests on OLS + controls, or TWFE on staggered timing
- An experiment's estimand or its assumptions are not pinned down
- You are unsure the identification clears QE's quantitative, general-interest bar
## The QE identification bar
QE is the Econometric Society's **empirical/quantitative** general-interest journal, so identification is judged through an ES lens: the **mapping from data to the object of interest** must be explicit and defended, whatever the method. Because QE spans empirical, structural/computational, experimental, and simulation work, "identification" means different things by branch — pick the branch and make the argument transparent. QE's house norms reinforce this: report **standard errors and confidence/coverage sets** (never significance asterisks), and make the strategy reproducible for the pre-acceptance ES Data Editor check.
## Branch paths