Skill UI

A comprehensive guide for designing and defending the causal identification strategy in empirical corporate finance research. It covers advanced methods such as Staggered DID, Instrumental Variables (IV), Regression Discontinuity Design (RDD), and Event Studies, providing checklists to address crucial econometric threats like endogeneity, selection bias, and reverse causality for high-impact publications.

A comprehensive guide for designing rigorous experimental studies in behavioral science. It covers establishing causal links, testing psychological mechanisms (mediation and moderation), controlling confounding variables, conducting power analysis, and adhering to modern academic standards like pre-registration, ensuring research meets the high bar of top-tier journals.

A comprehensive guide for structuring and presenting robustness checks in high-impact economics journals, such as JEEA. It advises authors to organize checks around the *threat* to the claim (e.g., omitted variables, weak instruments) rather than simply adding more specifications. Focus on stable magnitude and reproducibility, ensuring the main finding survives credible perturbations.

A comprehensive guide for establishing robust causal links in environmental economics. It covers advanced econometric techniques for policy evaluation, including staggered Difference-in-Differences (DiD), Instrumental Variables (IV), and Regression Discontinuity Designs (RDD). It specifically addresses challenges in non-market valuation, such as spatial sorting, hypothetical bias, and separating weather shocks from long-term climate trends, ensuring the recovered parameter is welfare-relevant.

A comprehensive methodological guide detailing the robustness checks expected by environmental economics journals (e.g., JEEM). It provides a checklist of targeted statistical tests—including spatial inference, handling omitted variables, and varying market definitions—to ensure key welfare estimates are stable and not artifacts of specification choices. Essential for academic research in environmental and resource economics.

A comprehensive guide for environmental economists on transforming raw analysis results into publication-grade exhibits suitable for JEEM/Elsevier. Focuses on moving beyond simple regression coefficients to visualize spatial variation (maps), temporal dynamics (event studies), and welfare changes (WTP curves), ensuring the core environmental signal is clearly communicated to referees and readers.

This guide provides essential best practices for presenting spatial evidence in academic papers, particularly in economic geography. It emphasizes that maps and tables must make an explicit argument—show variation, spatial discontinuity, or gradients—rather than merely decorating the data. Learn how to properly report spatial model coefficients, handle projections, and avoid common cartographic and statistical pitfalls.

A comprehensive guide for handling endogeneity, selection bias, and causal inference in empirical finance research, particularly targeting the high standards of journals like JFE. It details advanced econometric methodologies including Difference-in-Differences (DID), Regression Discontinuity Design (RDD), and Instrumental Variables (IV), ensuring your causal claims are rigorously defensible against referee scrutiny.

A comprehensive guide for planning and stress-testing empirical analysis in financial intermediation, specifically for high-impact journals. It covers the construction of bank/loan-level panel datasets, defining variables (growth vs. levels), implementing advanced econometric specifications (e.g., fixed effects), and executing substantial robustness checks (placebo periods, alternative clustering). It also guides the planning of reproducible numerical illustrations for theoretical models.

A comprehensive guide for researchers tackling endogeneity in market microstructure. It outlines advanced econometric designs—such as Difference-in-Differences (DiD), Regression Discontinuity Design (RDD), and rigorous event studies—necessary to establish credible causal links between market variables (like liquidity and price impact) and macro-level events for top-tier finance journals.

A comprehensive guide to designing highly defensible and causal research studies for top-tier finance journals, such as the Journal of Financial and Quantitative Analysis (JFQA). It covers advanced econometric methods for corporate finance, asset pricing, and policy shocks, including Fixed Effects, Staggered Difference-in-Differences (DID), Instrumental Variables (IV), and Regression Discontinuity Design (RDD). Focuses on addressing endogeneity, reporting economic magnitude, and ensuring robust inference.

This guide provides advanced econometric methodologies crucial for establishing causality in financial and macro research, particularly when analyzing policy shocks (e.g., LPR changes, regulatory reforms). It details the correct application of Difference-in-Differences (DID), Instrumental Variables (IV), Regression Discontinuity Design (RDD), and high-frequency analysis, ensuring robust empirical design for top-tier journals.