rfs-robustness
Use when results may be fragile or when multiple-testing / out-of-sample discipline is the bottleneck for a The Review of Financial Studies (RFS) manuscript. Builds the robustness battery referees will demand; does NOT design identification or write the rebuttal.
Profile →npx skills add brycewang-stanford/Awesome-Journal-Skills --skill rfs-robustness --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.
# Robustness & Multiple-Testing Discipline (rfs-robustness) ## When to trigger - The main result holds in one specification but you have not stress-tested it - A new return predictor / cross-sectional anomaly is the central claim - You tested many candidate variables and want to report the ones that "worked" - Reviewers will ask "does this survive [alternative spec / subsample / period]?" - Results may be sensitive to outliers, windsorization, or a single event ## The two robustness mandates at RFS RFS punishes **fragile results** and, in cross-sectional asset pricing, **undisciplined multiple testing**. Build the battery proactively — a result that only the authors can reproduce in one specification is treated as no result. Two RFS-specific mechanisms raise the bar above JF/JFE: - **Public code release is a condition of publication.** Referees and post-publication readers can and do re-run your code. A robustness claim you cannot reproduce from the released code is a liability, not a footnote — design the battery so the released scripts regenerate every check. - **Registered Reports neutralize the multiple-testing critique by construction.** Because RFS offers **pre-results review
- When to trigger
- The two robustness mandates at RFS
- A. General-fragility battery (all empirical papers)
- B. Multiple-testing discipline (cross-sectional asset pricing especially)
- C. Mechanism / external validity (supporting robustness)
- Sequencing the battery
- Execution bridge (StatsPAI / Stata MCP)
- Checklist
- Anti-patterns
- Output format
What does the rfs-robustness skill do?
Use when results may be fragile or when multiple-testing / out-of-sample discipline is the bottleneck for a The Review of Financial Studies (RFS) manuscript. Builds the robustness battery referees will demand; does NOT design identification or write the rebuttal.
How do I install it?
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill rfs-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.