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ectj-identification-strategy

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Use when stress-testing identification, assumptions, asymptotics, regularity conditions, and proofs in a The Econometrics Journal (EctJ) submission, including proof placement under RES printed-appendix rules and pairing every asymptotic claim with finite-sample evidence referees can audit.

The-Econometrics-Journal-Skills/skills/ectj-identification-strategy/SKILL.md

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# EctJ Identification Strategy

Use this for theory and methods integrity. EctJ readers will tolerate compactness, but not
hidden assumptions or vague asymptotic claims.

## Audit

- State the population object, identifying restrictions, estimator or test statistic, and
  target parameter before derivations.
- Label each regularity condition by role: existence, identification, consistency,
  asymptotic normality, bootstrap validity, finite-sample approximation, or computation.
- Show why the leading case is not a toy example; connect assumptions to the empirical
  application.
- Keep proofs in the main text or printed appendix when current RES guidance requires that;
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