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    3. Term Structure Modeling and Estimation in a State Space Framework by Wolfgang Lemke

    Term Structure Modeling and Estimation in a State Space Framework by Wolfgang Lemke

    Posted By: Free butterfly
    Date: 27 Sep 2014 12:23:03
    Term Structure Modeling and Estimation in a State Space Framework by Wolfgang Lemke

    Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems) by Wolfgang Lemke
    Springer; 2006 edition | September 23, 2005 | English | ISBN: 3540283420 | 224 pages | PDF | 6 MB

    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.

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