Term Structure Modeling and Estimation in a State Space Framework (Paperback) (ISBN-13: 9783540283423)

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
ISBN-10: 3540283420
ISBN-13: 9783540283423
Publisher: Springer
Language: English
Published: 09/23/2005
Pages: 226
Format: Paperback
Weight: 0.75lbs
Size: 9.21h x 6.14w x 0.50d