Factor asset pricing

Toolset panel_asset_pricing: 1 tool.

Tool	What it does	Notes
`panel_factor_model`	Estimates a linear factor model of test-asset returns: risk premia per factor with standard errors, t and p; each asset’s alpha (pricing error) and betas with t statistics; R²; and the J test of the null that all alphas are zero (rejection = the factors do not price the assets).

Inputs, limits and outputs are described in Fincept Panel. Full schemas: fincept_describe_tool.