ChenFang2019BetaRankTest
                        Asset Pricing Model Identification via
                        Chen-Fang (2019) Beta Rank Test
FGXFactorsTest          Testing for the pricing contribution of new
                        factors.
FRP                     Factor risk premia.
GKRFactorScreening      Factor screening procedure of
                        Gospodinov-Kan-Robotti (2014)
HACcovariance           Heteroskedasticity and Autocorrelation robust
                        covariance estimator
HJMisspecificationDistance
                        Compute the HJ asset pricing model
                        misspecification distance.
IterativeKleibergenPaap2006BetaRankTest
                        Asset Pricing Model Identification via
                        Iterative Kleibergen-Paap 2006 Beta Rank Test
OracleTFRP              Oracle tradable factor risk premia.
SDFCoefficients         SDF Coefficients
TFRP                    Tradable factor risk premia.
factors                 Factors - monthly observations from '07/1963'
                        to '02/2024'
returns                 Test Asset Excess Returns - monthly
                        observations from '07/1963' to '02/2024'
risk_free               Risk free - monthly observations from '07/1963'
                        to '02/2024'
