Term Structure Modeling and Estimation in a State Space Framework
Paperback 236 pages English November 14, 2005
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Term Structure Modeling and Estimation in a State Space Framework
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This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com- pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination.
- Author:
- Wolfgang Lemke
- Publisher:
- Springer Berlin Heidelberg
- Publication Date:
- November 14, 2005
- Number of pages:
- 236 pages
- Language:
- English
- Binding:
- Paperback
- ISBN-10:
- 3540283420
- ISBN-13:
- 9783540283423