Pulsed laser deposition was employed to grow thin films of the Heusler compounds Co_2MnSi and Co_2FeSi. Epitaxial growth was realized both directly on MgO (100) and on a Cr or Fe buffer layer. Structural analysis by x-ray and electron diffraction shows for both materials the ordered L2_1 structure. Bulk magnetization was determined with a SQUID magnetometer. The values agree with the Slater-Pauling rule for half-metallic Heusler compounds. On the films grown directly on the substrate measurements of the Hall effect have been performed. The normal Hall effect is nearly temperature independent and points towards a compensated Fermi surface. The anomalous contribution is found to be dominated by skew scattering. A remarkable sign change of both normal and anomalous Hall coefficients is observed on changing the valence electron count from 29 (Mn) to 30 (Fe).
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