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.
| ISBN: | 9783540283423 |
| Publication date: | 23rd September 2005 |
| Author: | W Lemke |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 223 pages |
| Series: | Lecture Notes in Economics and Mathematical Systems |
| Genres: |
Econometrics and economic statistics Macroeconomics Applied mathematics Business and Management Economics, Finance, Business and Management |
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.
Term Structure Modeling and Estimation in a State Space Framework features in the following genres: Econometrics and economic statistics, Macroeconomics, Applied mathematics, Business and Management, Economics, Finance, Business and Management
Term Structure Modeling and Estimation in a State Space Framework is available in Paperback
Term Structure Modeling and Estimation in a State Space Framework was written by W Lemke and published by Springer an imprint of Springer Berlin Heidelberg
Term Structure Modeling and Estimation in a State Space Framework has 223 pages
Yes it is part of Lecture Notes in Economics and Mathematical Systems series