Research
The research activities of our group can be divided roughly into the following areas (see contact persons in parenthesis):
- Theory and applications of Lasso-type estimators [U. Schneider ]
- Distributional properties of Lasso-type estimators, in particular confidence sets
- Finding determinants of regional economic growth
- Finding determinants of retirement decisions
- Methods and theory of system identification and econometrics [M. Deistler |W. Scherrer ]
- Parametrization of linear dynamic systems
- Algorithms for the identification of linear dynamic multi-input multi-output systems, in particular subspace algorithms
- Bayes' procedures for linear dynamic systems
- Order estimation
- Identification of nonlinear dynamic systems, in particular neural nets
- Linear dynamic factor of models: structure theory and estimation
- Econometrics of financial data [M. Deistler |W. Scherrer ]
- Forecasts of returns
- Multivariate modelling of volatility
- Modelling and estimation of non stationary time series
- Analysis and forecasting of enterprise data [M. Deistler ]
- Turnover forecasts
- Market response models
- Modelling of supply chains
- Models for production planning
- Prediction for asymmetrical cost functions
- Analysis and predictions of the demand for electricity [M. Deistler |W. Scherrer ]
- (short term) forecasts for the load and for prices
- Analysis of markets for electricity (spot and futures markets)
- Value at Risk analysis of forward contracts
- Environmental modelling and environmental economics [M. Deistler |B. Böhm ]
- Modelling of material and energy flow systems: Measurement data reconciliation and identification of subsystems
- criteria for the evaluation of technical processes and economical actions, which influence environmental processes
- Environmental monitoring and modelling of environmental systems
- Energy taxes: technical consequences and effects on prices and competition
- Spatiotemporal models for the propagation of air pollutants
- Extended Leontief models
- Ecological efficiency analysis
- Modelling and analysis of traffic systems [M. Deistler ]
- Macroeconometric models [B. Böhm ]
- Models of the Austrian economy
- Productivity and efficiency analyses
- Input output models
- Microeconometrics [E. Deutsch ]
- Housing and Labour markets
- Industrial Economics
Some informationen about current and completed research projects is provided in [Projects ] as well as in the Project-database of the TU Wien.
For publications of the research group please see the Publications-database of the TU Wien.