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finman-identification

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Use when the causal or economic credibility of a Financial Management (FM) result is the bottleneck — endogenous corporate policy choices, staggered-event designs, weak instruments, or a "correlation dressed as a channel." Stress-tests the identification to FM's applied-finance bar before exhibits are finalized.

Financial-Management-Skills/skills/finman-identification/SKILL.md

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# Identification Strategy (finman-identification)

## When to trigger

- The headline claim rests on a regression of an outcome on an endogenous corporate-policy choice plus controls
- A difference-in-differences exploits a regulation or shock with **staggered** adoption and uses plain TWFE
- An instrument is invoked but the exclusion restriction and first-stage strength are not defended
- You are asserting a *channel* or *mechanism* where the design only supports a correlation

## The FM identification bar

FM is an applied-finance journal that prizes **practical relevance**, but practical relevance does not buy a pass on identification — the editors list **rigor** alongside relevance among the five criteria. The realistic standard is **credible, well-defended causal or economic identification appropriate to corporate-finance data**, not the absolute frontier bar of JF/JFE/RFS. What FM referees reward: a clearly named source of exogenous variation, a design matched to it, and an honest statement of what is and is not identified — paired with an economically meaningful magnitude. What they punish: endogeneity hand-waved away with firm fixed effects, a "shock" that is anticipated or confounded, and a mechanism claim the design cannot reach.

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