rfs-empirical-design
Use when sample construction, estimator choice, factor/portfolio design, or measurement is the bottleneck for a The Review of Financial Studies (RFS) manuscript. Settles design choices that make the identification credible; does NOT pick the identification strategy or run robustness.
Profile →npx skills add brycewang-stanford/Awesome-Journal-Skills --skill rfs-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 & Structural Design (rfs-empirical-design) ## When to trigger - The identification strategy is chosen but sample, variables, and estimator are unsettled - You must decide between panel FE, Fama–MacBeth, GMM, or a structural estimator - Portfolio sorts / factor construction choices feel arbitrary - Measurement of the key variable is contestable (proxy validity) - A referee will ask "why this sample / this window / this proxy?" ## Design decisions that make or break an RFS empirical paper RFS publishes design-defining empirical templates referees will hold you to — e.g., the q-factor construction in Hou, Xue, and Zhang (2015) "Digesting Anomalies" (RFS 28(3)) and the variance-risk-premium measure in Bollerslev, Tauchen, and Zhou (2009) (RFS 22(11)). Two RFS-specific pressures sharpen every choice below: (1) the **public code-release condition** means every filter and construction step must be reproducible by a stranger, not just described; (2) the **Registered Reports** option means a design can be locked at Stage 1, so pre-specify wherever you can. ### 1. Sample construction - State the universe, the time span, and **every** filter, with the resulting N at each step (a s
- When to trigger
- Design decisions that make or break an RFS empirical paper
- 1. Sample construction
- 2. Variable measurement
- 3. Estimator choice
- 4. Fixed effects and controls
- 5. Standard errors
- Execution bridge (StatsPAI / Stata MCP)
- Checklist
- Anti-patterns
- Output format
What does the rfs-empirical-design skill do?
Use when sample construction, estimator choice, factor/portfolio design, or measurement is the bottleneck for a The Review of Financial Studies (RFS) manuscript. Settles design choices that make the identification credible; does NOT pick the identification strategy or run robustness.
How do I install it?
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill rfs-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.