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.