| Term Structure Modeling and Estimation in a State Space Framework 2006 Edition Contributor(s): Lemke, Wolfgang (Author) |
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ISBN: 3540283420 ISBN-13: 9783540283423 Publisher: Springer OUR PRICE: $104.49 Product Type: Paperback - Other Formats Published: September 2005 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Finance - General - Mathematics | Applied |
| Dewey: 332.801 |
| Series: Lecture Notes in Economic and Mathematical Systems |
| Physical Information: 0.5" H x 6.14" W x 9.21" (0.75 lbs) 226 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |