domains / families / research / rfs-robustness

rfs-robustness

separate

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.

When to use

• Stress-testing main results
• Multiple-testing discipline
• Out-of-sample performance reporting
• Alternative specifications and measures
• Subsample and outlier sensitivity checks
• Placebo and falsification tests
• Spanning tests for factor claims
• Pre-specifying hypotheses

When not to use

• Designing identification
• Writing the rebuttal

Skill page

Source