Details about Wolfgang Scherrer

Access statistics for papers by Wolfgang Scherrer.

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Short-id: psc859

Working Papers

1998

1. Estimation of factor models by realization-based and approximation methods
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
2. System Identification by Dynamic Factor Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1996) View citations (3)

1997

3. Identification of System Behaviours by Approximation of Time Series Data
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

1996

4. Behavioural Approximation of Stochastic Processes by Rank Reduced Spectra
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
5. Consistency of System Identification by Global Total Least Squares
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)

1995

6. Consistency of global total least squares in stochastic system identification
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)

Journal Articles

2007

1. ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
   Econometric Theory, 2007, 23, (3), 464-484 View citations (10)

2004

2. The relation of the CCA subspace method to a balanced reduction of an autoregressive model
   Journal of Econometrics, 2004, 118, (1-2), 293-312 View citations (1)

1991

3. Solution sets for linear dynamic errors‐in‐variables models*
   Statistica Neerlandica, 1991, 45, (4), 391-404 View citations (1)