1 citations · 1 across the 2 of their papers we have counts for
2 papers
econ.EM2023★ 1 cited
The Canonical Decomposition of Factor Models: Weak Factors are Everywhere
Philipp Gersing, Matteo Barigozzi, Christoph Rust +1
We derive a novel canonical decomposition of factor models encompassing both the static factor model - where factors are loaded only contemporaneously - and the Generalised Dynamic…
stat.AP2017
Improving Estimation in Functional Linear Regression with Points of Impact: Insights into Google AdWords
Dominik Liebl, Stefan Rameseder, Christoph Rust
The functional linear regression model with points of impact is a recent augmentation of the classical functional linear model with many practically important applications. In this…