Prof. Dr. Marc Wildi

Prof. Dr. Marc Wildi

Prof. Dr. Marc Wildi
ZHAW School of Engineering
Technikumstrasse 9
8400 Winterthur

+41 (0) 58 934 78 04
marc.wildi@zhaw.ch

Persönliches Profil

Tätigkeit an der ZHAW als

Dozent in Zeitreihenanalyse und Ökonometrie

http://idp.zhwin.ch

Lehrtätigkeit in der Weiterbildung

Beruflicher Werdegang

1987 : Dipl. math. ETHZ
1990 : Lic. Oec. HSG
1997 : Dr. Oec. HSG
2002 : PD. HSG (Venia Legendi in Statistik und empirischer Sozialforschung)
2002 : Dozent für Zeitreihenanalyse und Ökonometrie, ZHW

Projekte

Projektleitung

Mitarbeit an folgenden Projekten

Publikationen

Monographien und Herausgeberschaften

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Signal Extraction

: Efficient Estimation, "Unit Root"-Tests and Early Detection of Turning-Points.

In: Lectures Notes in Economics and Mathematical Systems. Heidelberg: Springer.

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Estimation des composantes longues de la conjuntcure

: La croissance économique dans le long terme. Form historique et prospective.

In: Collection logiques économiques. Paris: Edition L'Harmattan.

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Schätzung, Diagnose und Prognose nicht-linearer SETARMA-Modelle (Diss., Univ. St. Gallen, 1997)

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In: Wirtschaftswissenschaftliche Beiträge. Heidelberg: Physica-Verlag.

Beiträge, peer-reviewed

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Optimal Real-Time Filters for Linear Prediction Problems

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Journal of Time Series Econometrics Peer reviewed.

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Real Time Trend Extraction and Seasonal Adjustment: a Generalized Direct Filter Approach

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In: Handbook on Seasonal Adjustment. Luxembourg: Eurostat. Peer reviewed.

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Multi-step-ahead estimation of time series models

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International Journal of Forecasting, 29, 3. 378-394. Peer reviewed.

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Discussion: Calling Recessions in Real Time

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International Journal of Forecasting, 27, 4. Peer reviewed.

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Signal Extraction Revision Variances as a Goodness-of-Fit Measure

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Journal of Time Series Econometrics, 2, 1. Peer reviewed.

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Test–retest reliability of EEG spectra during a working memory task

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NeuroImage, 43, 4. Peer reviewed.

Beiträge, nicht peer-reviewed

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Advanced computation for intelligent investment

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International Innovation

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The Trilemma Between Accuracy, Timeliness and Smoothness in Real-Time Signal Extraction

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International Journal of Forecasting

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Modeling writing phases

: Interdisciplinary method building – an interim report.

In: 7. Tage der Schweizer Linguistik (SSG). Conference. (September, 13). Lugano: Università della Svizzera italiana.

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Modeling writing phases

: Interdisciplinary method building – an interim report.

In: 13th International Conference of EARLI-SIG Writing. Conference. (July 12). Porto: University of Porto.

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Modeling writing phases

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In: Mark Torrance; Denis Alamargot; Montserrat Castello; Franck Ganier; Otto Kruse; Anne Mangen; Liliana Tolchinsky; Luuk van Waes (Hg.). Learning to write effectively. Current trends in European research. (395-398). Bingley: Emerald.

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From walking to jumping

: Statistical modeling of writing processes.

JACET Papers

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Statistical modeling of writing processes

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In: Charles Bazerman; Robert Krut; Karen Lunsford; Susan McLeod; Suzie Null; Paul Rogers; Amanda Stansell (Hg.). Traditions of writing research. (378-393). New York: Routledge.

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Cumulated deviation of a linear trend. Describing writing phases with statistical tools

: Konferenzvortrag.

In: Writing research across borders. Konferenz. (22. Februar 2008). Santa Barbara: University of California.

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Cumulated deviation of a linear trend. Statistical modeling of writing processes

: Konferenzvortrag.

In: 11th International conference of the EARLI Special Interest Group on Writing. Konferenz. (11. Juni 2008). Lund: Lund University.

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Statistical modeling of writing processes

: Tagungsreferat.

In: 5. Tage der Schweizer Linguistik. Tagung. (20. November 2008). Winterthur: IAM Institut für angewandte Linguistik.

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Neuer Studiengang Wirtschaftsingenieurwesen - von IDP zu WI

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zhwinfo, Nr. 28, 20. Jahrgang. 28.

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Signal Extraction: How (in)efficient are Model-Based Approaches?

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In: . (3. überarb. Aufl.) Zurich, Switzerland: ETH Zurich, KOF.

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Boundary Signal Estimation Problem

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In: R. Metz ... [et al.] (Hg.). Zeitreihenanalyse in der Empirischen Wirtschaftsforschung. Festschrift für Winfried Stier zum 65. Geburtstag. Stuttgart: Lucius & Lucius.

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About Model-Based Times Series Procedures

: Some Remarks to TRAMO/SEATS and CENSUS X-12-ARIMA.

Allgemeines Statistisches Archiv: Zeitschrift der Deutschen Statistischen Gesellschaft, 86 (4/2002). 447.

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Signalextraktion und aktuelle Konjunkturdiagnose

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In: Jürg Furrer (Hg.). Aspekte der schweizerischen Wirtschaftspolitik. Festschrift für Franz Jäger. Chur: Rüegger.

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Detection of Compatible Turning-Points and Signal-Extraction of Non-Stationary Time Series

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In: Peter Kall (Hg.). Operations Research Proceedings. selected papers of the International Conference on Operations Research, Zürich, Aug 31 - Sep 3, 1998. Zürich: Springer.

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Forecasting Non-Stationary Financial Data with OIIR-Filters and Composed Threshold Models

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In: IIF (Hg.). Proceedings of the 18 International Symposium on Forecasting, Edinburgh UK, June 10 - 13, 1998. Edinburgh: ..............

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Estimation of AR- and MA-Parameters of Non-Linear SETARMA-Processes

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In: Peter Kischka (Hg.). Operations Research Proceedings 1997. selected papers of the International Conference on Operations Research, Jena, Sep 3-5, 1997. Jena: Springer.

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Signal Extraction and Detection of Turning-Points

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IFO-Studien, 44 (1998).