Agent skill · Testing & QA

jf-robustness

Use when planning or auditing the robustness, sensitivity, and multiple-testing battery for a The Journal of Finance (JF) manuscript. Decides which checks are load-bearing; it does not design the main test.

brycew6m878★ · +32/wk · 1 repos on radarProfile →
claude-codeMIT
Install
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jf-robustness --agent claude-code

Same command for any agent — swap --agent for codex, cursor, copilot.

Facts
Files in the skill folder: 1
SKILL.md size: 7 KB
Bundled scripts: none
Path: Journal-of-Finance-Skills/skills/jf-robustness/SKILL.md
Open the folder on GitHub →
Where it comes from
Stars: 909 · +31 this week
Language: Stata
Read our review of the source →

Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.

From the SKILL.md

# Robustness & Multiple Testing (jf-robustness) ## When to trigger - The main result is in; you must decide which robustness checks to run and where to put them - A referee will ask "does it survive [alternative measure / subsample / specification]?" - The finding is one of many you tested and multiple testing is a live concern ## JF norm: decisive in the body, exhaustive in the Internet Appendix JF favors an accessible body within the **60-page limit**. Put the **3–6 decisive checks** in the main text and move the exhaustive battery to the **Internet Appendix**, which is **bundled at the end of the same PDF** and **does not count toward 60 pages** (see `jf-internet-appendix`). This main-text/IA split is a JF hallmark; do not bury a load-bearing check. ## Multiple testing — a JF-salient concern JF published the canonical "factor zoo" critique (**Harvey, Liu & Zhu, "…and the Cross-Section of Expected Returns," JF**). Reviewers therefore expect: - An honest account of **how many specifications/signals were tried**. - **Adjusted thresholds** (e.g., higher t-cutoffs, FDR control) for any discovery mined from many candidates, not the naive 1.96. - Pre-registration-style discipline in fr

What's inside
Steps it walks through
  1. When to trigger
  2. JF norm: decisive in the body, exhaustive in the Internet Appendix
  3. Multiple testing — a JF-salient concern
  4. Robustness battery (select the load-bearing ones for the body)
  5. Body-vs-Internet-Appendix triage table
  6. Worked vignette — surviving the factor-zoo critique
  7. Referee-pushback patterns and the JF-specific fix
  8. Execution bridge (StatsPAI / Stata MCP)
  9. Checklist
  10. Anti-patterns
  11. Output format
More from Awesome-Journal-Skills
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About this skill
What does the jf-robustness skill do?

Use when planning or auditing the robustness, sensitivity, and multiple-testing battery for a The Journal of Finance (JF) manuscript. Decides which checks are load-bearing; it does not design the main test.

How do I install it?

Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jf-robustness --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.

Keep going