finman-empirical-design
Use when the sample construction, variable measurement, panel structure, or inference of a Financial Management (FM) manuscript is fragile — before identification can be trusted or exhibits finalized. Hardens the data layer; it does not establish the causal claim (finman-identification) or run robustness (finman-robustness).
Profile →npx skills add brycewang-stanford/Awesome-Journal-Skills --skill finman-empirical-design --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Empirical Design (finman-empirical-design) ## When to trigger - The sample comes from CRSP / Compustat / a vendor feed and the screens and survivorship choices are not documented - A key variable (leverage, payout, governance index, a return measure) has several definitions and you picked one without justification - The panel mixes frequencies, has look-ahead bias, or merges datasets on a fragile key - Standard errors are reported but the clustering and cross-sectional/time dependence are not justified ## The FM empirical-design bar FM publishes empirical finance across corporate, asset-pricing, and banking data, so the design layer is judged on whether **a competent referee could reconstruct your sample and trust your measures**. The journal's "less weight on trivial robustness" stance is a double-edged sword: it means you should not bury the paper in redundant checks, *but* it raises the premium on getting the **primary design right the first time** — the screens, the variable definitions, the merge, and the inference. FM referees in corporate finance are especially alert to silent sample screens, point-in-time vs. restated accounting data, and clustering that ignores the panel
- When to trigger
- The FM empirical-design bar
- The data-layer audit
- Hardening sequence
- Execution bridge (StatsPAI / Stata MCP)
- Checklist
- Anti-patterns
- Worked vignette (illustrative)
- Data-source notes specific to finance
- Referee pushback mapped to the design fix
- When the design choice is itself the contribution
- Output format
What does the finman-empirical-design skill do?
Use when the sample construction, variable measurement, panel structure, or inference of a Financial Management (FM) manuscript is fragile — before identification can be trusted or exhibits finalized. Hardens the data layer; it does not establish the causal claim (finman-identification) or run robustness (finman-robustness).
How do I install it?
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill finman-empirical-design --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From brycewang-stanford/Awesome-Journal-Skills, a repository with 909 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.