| name | aer-identification |
| description | Use when selecting, implementing, or stress-testing the causal identification strategy for an empirical economics manuscript — difference-in-differences (including staggered designs), instrumental variables (including weak-IV-robust inference), regression discontinuity, synthetic control, or shift-share / Bartik. Apply before writing the introduction or results. |
AER Identification
Overview
In AER-track empirical economics, identification is the paper. This skill routes among canonical designs, modern defaults, and referee-facing diagnostics.
If the design is fragile, return to aer-topic-selection; writing cannot save it.
When to Use
- Designing the empirical strategy for a new project
- The current strategy is TWFE / first-stage F / naive RDD and the referee will flag it
- A prior submission was rejected on identification grounds and the design needs rebuilding
- Choosing between two candidate identification strategies for the same question
Master Decision Tree
Is treatment assignment plausibly random conditional on observables?
├── Yes, by design (RCT, lottery) → run the RCT analysis; register PAP via AEA RCT Registry
└── No → identification must come from variation
├── Sharp threshold in a running variable → RDD (sharp or fuzzy)
├── Discrete policy change in some units, not others, over time → DiD
│ ├── Single treatment date → canonical 2×2 DiD
│ └── Staggered adoption → Callaway-Sant'Anna or Borusyak-Jaravel-Spiess
├── Endogenous regressor + plausibly exogenous shifter → IV
│ ├── Shifter × pre-existing exposure shares → shift-share / Bartik
│ └── Single instrument → weak-IV-robust inference if F < 50
├── One treated unit / aggregate intervention → synthetic control
└── None of the above → reconsider the question
Difference-in-Differences
Canonical 2×2 (single treatment date, two groups)
Use TWFE if and only if:
