R-estimators can estimate parameters in models even when observations are not independent and identically distributed, but weakly dependent. This means we can estimate location and skew parameters simultaneously using rank statistics. In simple linear regression models with dependent errors, R-estimators can still be used to estimate parameters. The findings suggest that R-estimators can handle skewed distributions and can be extended to a wider range of applications beyond the usual bounded score functions. This research is important for fields like quantitative finance, where simple linear regression models are used to estimate Beta in financial markets.