SMOOTH DYNAMIC FACTOR ANALYSIS WITH APPLICATION TO THE US TERM STRUCTURE OF INTEREST RATES
Version of Record online: 3 JUN 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 29, Issue 1, pages 65–90, January/February 2014
How to Cite
Jungbacker, B., Koopman, S. J. and van der Wel, M. (2014), SMOOTH DYNAMIC FACTOR ANALYSIS WITH APPLICATION TO THE US TERM STRUCTURE OF INTEREST RATES. J. Appl. Econ., 29: 65–90. doi: 10.1002/jae.2319
- Issue online: 23 JAN 2014
- Version of Record online: 3 JUN 2013
- Manuscript Revised: 7 OCT 2012
- Manuscript Received: 1 AUG 2011
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/jungbacker001/
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