NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us