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Wolfgang Scherrer

Ao.Univ.Prof. Wolfgang Scherrer

 Office hours  Wed. 11 a.m. to 12 a.m. and by arrangement
 Phone  +43.1.58801-10522
 Fax  +43.1.58801-910522
 Address  Vienna University of Technology
Institute of Statistics and Mathematical Methods in Economics
Reseach Unit: Econometrics and System Theory
Wiedner Hauptstr. 8, 4th floor, yellow area
1040 Vienna
 E-Mail  wolfgang.scherrer no@spam tuwien.ac.at

Research Interests

  • Identification of linear dynamic systems
  • Factor models
  • Subspace methods for estimation of stochastic state space models
  • Analysis of energy markets, in particular modeling, simulation and forecasting of prices and demand of electric energy