Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems, 565, Band 565) - Softcover

Lemke, Wolfgang

Softcover

ISBN 10: 3540283420 ISBN 13: 9783540283423

Verlag: Springer Berlin Heidelberg, 2008

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: Springer Berlin Heidelberg
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 3540283420
• ISBN 13: 9783540283423
• Einband: Taschenbuch
• Anzahl der Seiten: 236
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