Before revision:  We show how to estimate  the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009) using data on the Markov state and the SDF process.
After revision:  We show how to estimate nonparametrically the solution to the Perron-Frobenius eigenfunction problem of Hansen and Scheinkman (2009) using data on the Markov state and the SDF process.