Citation profile for Wolfgang Scherrer

Wolfgang Scherrer : Citation Profile

Technische Universität Wien

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   12 years (1995 - 2007). See details.
   Cites by year: 0
   Journals where Wolfgang Scherrer has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 4 (26.67 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc859
   Updated: 2024-11-08    RAS profile: 2020-02-25
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Wolfgang Scherrer.

Is cited by:

Ruiz, Esther (2)

Hotta, Luiz (2)

Valadkhani, Abbas (2)

Mishra, Anil (1)

Ahmad, Wasim (1)

Chirila, Viorica (1)

Bauer, Dietmar (1)

Conrad, Christian (1)

Asai, Manabu (1)

Cites to:

Leamer, Edward (1)

Main data

Where Wolfgang Scherrer has published?

Working Papers Series with more than one paper published	# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	6

Recent works citing Wolfgang Scherrer (2024 and 2023)

Year	Title of citing document
2023	Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. (2023). Asai, Manabu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:23-38. Full description at Econpapers \|\| Download paper

Works by Wolfgang Scherrer:

Year	Title	Type	Cited
2007	ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS In: Econometric Theory. [Full Text][Citation analysis]	article	10
2004	The relation of the CCA subspace method to a balanced reduction of an autoregressive model In: Journal of Econometrics. [Full Text][Citation analysis]	article	1
1996	System Identification by Dynamic Factor Models In: Econometric Institute Research Papers. [Full Text][Citation analysis]	paper	0
1998	System Identification by Dynamic Factor Models.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
1995	Consistency of global total least squares in stochastic system identification In: Econometric Institute Research Papers. [Full Text][Citation analysis]	paper	0
1996	Behavioural Approximation of Stochastic Processes by Rank Reduced Spectra In: Econometric Institute Research Papers. [Full Text][Citation analysis]	paper	0
1996	Consistency of System Identification by Global Total Least Squares In: Econometric Institute Research Papers. [Full Text][Citation analysis]	paper	0
1997	Identification of System Behaviours by Approximation of Time Series Data In: Econometric Institute Research Papers. [Full Text][Citation analysis]	paper	0
1998	Estimation of factor models by realization-based and approximation methods In: Econometric Institute Research Papers. [Citation analysis]	paper	0