Identification and Inference in Linear Stochastic Discount Factor Models

Craig Burnside

NBER Working Paper No. 16634
Issued in December 2010

---- 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.

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