Jungbacker, B., Koopman, S. and van der Wel, M. (2014). Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates Journal of Applied Econometrics, 29(1):65--90.

• Affiliated authors
  Siem Jan Koopman, Michel van der Wel
• Publication year
  2014

• Journal
  Journal of Applied Econometrics