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{ "item_title" : "Term Structure Modeling and Estimation in a State Space Framework", "item_author" : [" Wolfgang Lemke "], "item_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.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/3/54/028/342/3540283420_b.jpg", "price_data" : { "retail_price" : "109.99", "online_price" : "109.99", "our_price" : "109.99", "club_price" : "109.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Term Structure Modeling and Estimation in a State Space Framework|Wolfgang Lemke

Term Structure Modeling and Estimation in a State Space Framework

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Overview

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.

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Details

  • ISBN-13: 9783540283423
  • ISBN-10: 3540283420
  • Publisher: Springer
  • Publish Date: September 2005
  • Dimensions: 9.21 x 6.14 x 0.5 inches
  • Shipping Weight: 0.75 pounds
  • Page Count: 226

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