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for evaluating and testing asset pricing models, including    estimation and testing of factor risk premia, selection of \"strong\" risk     factors (factors having nonzero population correlation with test asset    returns), heteroskedasticity and autocorrelation robust covariance matrix    estimation and testing for model misspecification and identification.     The functions for estimating and testing factor risk     premia implement the Fama-MachBeth (1973) <doi:10.1086/260061> two-pass     approach, the misspecification-robust approaches of Kan-Robotti-Shanken (2013)     <doi:10.1111/jofi.12035>, and the approaches based on tradable factor risk    premia of Quaini-Trojani-Yuan (2023) <doi:10.2139/ssrn.4574683>. The     functions for selecting the \"strong\" risk factors are based on the Oracle    estimator of Quaini-Trojani-Yuan (2023) <doi:10.2139/ssrn.4574683> and the     factor screening procedure of Gospodinov-Kan-Robotti (2014) <doi:10.2139/ssrn.2579821>.     The functions for evaluating model misspecification implement the HJ    model misspecification distance of Kan-Robotti (2008) <doi:10.1016/j.jempfin.2008.03.003>,    which is a modification of the prominent Hansen-Jagannathan (1997)    <doi:10.1111/j.1540-6261.1997.tb04813.x> distance.    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