Supplement to "Nonparametric Stochastic Discount Factor Decomposition"

This zip file contains the replication files for the manuscript and additional appendices E, F, and G.  Appendix F provides further details on the relation between the identification and existence conditions in Section 2.3 and the identification and existence conditions in Hansen and Scheinkman (2009) and Borovička et al. (2016). Appendix G presents proofs of results in Appendix C of the supplementary material and this online appendix.

Supplemental Authors: 
Christensen, Timothy - New York University
Data and Programs

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