EOS
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 Austria |
| 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