TY  - JOUR
TI  - The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
AU  - Lars Peter Hansen
AU  - Scott F. Richard
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 3
DO  - 10.2307/1913601
UR  - https://doi.org/10.2307/1913601
ER  -