Econometrics

Causal inference and applied econometric analysis on tabular data, from uploaded-data diagnostics and cleaning advice to treatment-effect estimation and publication-grade applied research design. Use for policy impact, ATE/ATT/LATE/ITT, OLS, propensity scores, IV/2SLS, DID/event studies, RDD, robustness checks, falsification tests, identification memos, 因果推断, 政策评估, 数据清洗建议, 稳健性检验, and 异质性分析.

41 stars 6 forksTesting & QA

Install

skills CLI (Claude Code, Cursor, Codex and more)

npx skills add xiaomihu1992/econometrics-skill --skill econometrics

Manual install

git clone --depth 1 https://github.com/xiaomihu1992/econometrics-skill.git /tmp/econometrics-skill
mkdir -p ~/.claude/skills
cp -r /tmp/econometrics-skill/. ~/.claude/skills/econometrics

Personal skills live in ~/.claude/skills. Use .claude/skills in a project folder to share a skill with your team.

From the SKILL.md

# Econometrics Skill

This skill gives AI coding agents such as Codex, Claude Code, and OpenClaw a curated library of **17 causal-inference estimators** (in `lib/econometric_algorithm.py`) plus the judgment to pick the right one for the user's identification strategy. For advanced research projects, referee-response, or publication-grade work, it also provides a structured applied-econometrics workflow.

## What this skill is for

Causal inference on tabular data — answering **"what is the effect of treatment T on outcome Y, holding confounders fixed?"** using methods that are defensible in applied economics / social science work.

This is **not** for pure prediction, forecasting, time-series ARIMA, or ML model training. If the user wants prediction accuracy rather than an unbiased causal estimate, redirect — don't force these tools.

## Runtime requirements

Use Python 3.10+ with `numpy`, `pandas`, `matplotlib`, `statsmodels`, `linearmodels`, `scipy`, `openpyxl` for `.xlsx/.xlsm` Excel files, and `xlrd` for legacy `.xls` Excel files.

## Depth modes

- **Quick mode**: Use the core workflow below when the user needs a defensible first-pass estimate, exploratory causal analysis, or method selection.
- **Advanced applied mode**: Use `references/advanced_applied_workflow.md` when the user asks for publication-grade analysis, referee-grade robustness, identification critique, heterogeneity, falsification tests, or a research design memo.

Read the full skill on GitHub

Details

Skill name: econometrics
Repository: xiaomihu1992/econometrics-skill
License: MIT
Repo updated: 17 April 2026

FAQ

What does the Econometrics skill do?

How do I install the Econometrics skill?

skills CLI (Claude Code, Cursor, Codex and more): npx skills add xiaomihu1992/econometrics-skill --skill econometrics. Skills go in ~/.claude/skills (personal) or .claude/skills (project), and Claude loads them automatically when a task matches the description.

Is Econometrics popular?

It lives in xiaomihu1992/econometrics-skill, which has 41 GitHub stars and 6 forks.

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