@article{reconcilingthetheoryoffactorsequences, title = {The Canonical Decomposition of Factor Models: Weak Factors are Everywhere}, author = {Philipp Gersing and Matteo Barigozzi and Christoph Rust and Manfred Deistler}, year = {2023}, eprint = {2307.10067}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2307.10067v3}, }