domains / families / research / rfs-empirical-design

rfs-empirical-design

separate

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.

When to use

• sample construction
• estimator choice
• factor/portfolio design
• measurement
• variable measurement
• fixed effects and controls
• standard errors
• proxy validity

When not to use

• pick the identification strategy
• run robustness

Skill page

Source