Replication package for: "Robust specification testing for rank-based linear regression"

This replication package is intended to reproduce the main numerical results in “Robust specification testing for rank-based linear regression”

The replication package contains three folders: code, data, and output.

• The code folder includes the scripts:

   0-setup.R,

   1-runtables.R,

   2-empirical.R,

   simulation-table1.R,

   simulation-table2.R,

   specificationtest_lm.R,

   specificationtest_robust.R.

• The data folder contains the empirical dataset Salary Data.csv.

• The output folder is empty and is intended to store the reproduced result

files and figures.

Two main files (1-runtables.R and 2-empirical.R) reproduce the main numerical

outputs reported in the paper.