Econometric Evaluation of Asset Pricing Models (Classic Reprint)

Econometric Evaluation of Asset Pricing Models August 1993 Lars Peter Hansen University of Chicago, NBER and NORC John Heaton M.I.I. and NBER Erzo Luttmer Northwestern University We thank Craig Burnside, Bo Honore, Andrew Lo, Marc Roston, Whitney Newey, Jose Scheinkman, Jean-L uc Vila, Jiang Wang, Amir Yaron and especially Ravi Jagannathan for helpful comments and discussions. We also received valuable remarks from seminar participants at the 1992 meetings of theS ociety of Economic Dynamics and Control, the 1992 NBER Summer Institute and at Cornell, Duke, L.S.E. and Waterloo Universities. Finally, we gratefully acknowledge the financial assistance of the International Financial Services Research Center at M.I.T. (H eaton) and theN ational Science Foundation (H ansen) and theS loan Foundation (L uttmer).
(Typographical errors above are due to OCR software and don't occur in the book.)

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