Of haasmans suggestions I would suspect the temp sensor, or more specifically the sample blower.

To test it, cut out a piece of paper 1CM square, turn on the key and hold the piece of paper over the small grille near the inside rearview mirror. If the paper does not stay there when you take your finger off of it, the sample blower is not drawing air across the sensor.

You will need to consult the service manual to find out exactly where the sample blower is located on your particular car. The location varies. Some are near the console and others are to the right of and slightly below the glove box.

Good luck,