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jfe-robustness

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Use when a Journal of Financial Economics (JFE) result needs the exhaustive robustness battery the journal is known for — alternative measures, subsamples, specifications, and falsification. Builds the stress-test plan; it does not choose the core estimator (jfe-empirical-design) or the identification design (jfe-identification).

Journal-of-Financial-Economics-Skills/skills/jfe-robustness/SKILL.md

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# Robustness Battery (jfe-robustness)

## When to trigger

- The result holds in the baseline but you have not tried obvious alternatives
- A referee could ask "does this survive a different measure / sample / specification?"
- You are unsure which robustness tests belong in the main text vs. the Internet Appendix
- You suspect a result might be fragile and want to find out before a referee does

## Why robustness is JFE's signature

JFE's referee culture rewards thoroughness: a result is credible only after it survives a wide battery of sensible alternatives, and reviewers expect *every* alternative explanation to be addressed, not merely the convenient ones. A fragile result that breaks under a routine variation is a classic JFE rejection. The headline tests live in the main text; the rest go to the Internet Appendix, which JFE asks you to append to the end of the main manuscript file (see `jfe-internet-appendix`).

Because JFE mandates a **code + non-proprietary-data deposit** (Mendeley Data) at acceptance for post-2021 submissions, your robustness battery must be *runnable*, not just described — referees increasingly probe reproducibility after the field-wide concerns about non-replicable factors (the Fama-French factor lineage is the benchmark) and fragile staggered-DID results.
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