1. Assessing Specification Errors in Stochastic Discount Factor Models (1997)
2. Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods (2002)
3. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (2005)
4. MCMC Analysis of Diffusion Models with Application to Finance (2001)
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