Wolfgang Lemke

(Author)

Term Structure Modeling and Estimation in a State Space Framework (2006)Paperback - 2006, 23 September 2005

Term Structure Modeling and Estimation in a State Space Framework (2006)
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Part of Series
Lecture Notes in Economic and Mathematical Systems
Print Length
226 pages
Language
English
Publisher
Springer
Date Published
23 Sep 2005
ISBN-10
3540283420
ISBN-13
9783540283423

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.

Product Details

Author:
Wolfgang Lemke
Book Edition:
2006
Book Format:
Paperback
Country of Origin:
DE
Date Published:
23 September 2005
Dimensions:
23.39 x 15.6 x 1.27 cm
ISBN-10:
3540283420
ISBN-13:
9783540283423
Language:
English
Location:
Berlin, Heidelberg
Pages:
226
Publisher:
Weight:
340.19 gm

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