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identification-tests

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a91quaini / intrinsicFRP

An R package for Factor Model Asset Pricing

finance rcpparmadillo factor-models risk-premium factor-selection identification-tests misspecification

Updated Nov 13, 2025
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a91quaini / FactorMAP

Estimation and inference for factor models in Asset Pricing.

asset-pricing factor-models two-pass-regression misspecification-tests identification-tests

Updated Mar 11, 2024
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