1
H index
1
i10 index
12
Citations
Technische Universität Wien | 1 H index 1 i10 index 12 Citations RESEARCH PRODUCTION: 3 Articles 7 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute | 6 |
Year | Title of citing document |
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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 |
Year | Title | Type | Cited |
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1991 | Solution sets for linear dynamic errors?in?variables models* In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 1 |
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 another 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team