Open AccessIdentification and Inference in Linear Stochastic Discount Factor Models with Excess Returns
Author(s) -
Craig Burnside
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.3386/w16634
Subject(s) - inference , stochastic discount factor , econometrics , identification (biology) , economics , factor (programming language) , mathematics , computer science , capital asset pricing model , artificial intelligence , biology , botany , programming language