Identification and Inference in Linear Stochastic Discount Factor Models
NBER Working Paper No. 16634
---- Acknowledgements -----
This paper is a substantial revision of, and replaces, NBER Working Paper (#13357) "Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors." I am grateful to the National Science Foundation for financial support (SES-0516697). The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.