I have been looking at term premium models as part of a non-writing project. I decided to take a look at the Kim & Wright model output (available via the Federal Reserve, paper link: http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html). By way of background, there are two very popular term premium models, the Kim & Wright paper, and the one by Adrian, Crump, and Moench (ACM).