معرفی
Philipp Gersing is a researcher at the Department of Statistics and Operations Research, University of Vienna. His academic work focuses on econometrics, time series analysis, and statistical modeling with applications in macroeconomic and financial data. He teaches courses in mathematics and econometrics at both undergraduate and graduate levels.
- Current courses: Mathematics 1, Introductory Econometrics (MA)
- Advanced courses: Applied Econometrics 1 & 2, Seminar in Empirical Finance and Financial Econometrics (MA)
His research specifically addresses challenges in generalized dynamic factor models, including identifiability conditions, distributed lag approaches, and the resolution of rotational indeterminacy issues. Recent work explores the canonical decomposition of factor models and the prevalence of weak factors in empirical applications.
Publications demonstrate consistent contributions to factor modeling theory, with applications spanning macroeconometric analysis and financial data processing. Key themes include mixed-frequency data integration, non-stationary time series handling, and structural identification in multivariate systems.
