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Philipp Gersing
Philipp Gersing
Zweryfikowany adres z univie.ac.at
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Weak Factors are Everywhere
P Gersing, C Rust, M Deistler
arXiv preprint arXiv:2307.10067, 2023
52023
Reconciling the theory of factor sequences
P Gersing
Technische Universität Wien, 2023
22023
A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM)
P Gersing
arXiv preprint arXiv:2410.20885, 2024
12024
Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
P Gersing
arXiv preprint arXiv:2408.11676, 2024
12024
On the Existence of One-Sided Representations in the Generalised Dynamic Factor Model
P Gersing
arXiv preprint arXiv:2410.18159, 2024
2024
L2-Convergence of the Population Principal Components in the Approximate Factor Model
P Gersing
arXiv e-prints, arXiv: 2408.11676, 2024
2024
Reconciling the Theory of Factor Sequences
P Gersing
Technische Universität Wien, 2023
2023
Generic Identifiability for REMIS: The Case of Cointegrated Unit Root VAR
P Gersing, L Sögner, M Deistler
Available at SSRN 4068560, 2022
2022
Subspace Estimation for REMIS (Retrieval from Mixed Sampling frequency): Regular and Singular VAR-Systems
P Gersing
Available at SSRN 3721252, 2020
2020
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