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GCCfactor: GCC Estimation of the Multilevel Factor Model
Provides methods for model selection, estimation, bootstrap inference, and simulation for the multilevel factor model, based on the principal component estimation and generalised canonical correlation approach. Details can be found in "Generalised Canonical Correlation Estimation of the Multilevel Factor Model." Lin and Shin (2023) <doi:10.2139/ssrn.4295429>.
Getting started
Browse package contents
Package details |
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| Author | Rui Lin [aut, cre], Yongcheol Shin [aut] |
| Maintainer | Rui Lin <ruilin1081@gmail.com> |
| License | GPL (>= 3) |
| Version | 1.0.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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