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>.
Version: |
1.0.1 |
Depends: |
R (≥ 2.10) |
Imports: |
stats, stringr, sandwich |
Suggests: |
parallel, plm |
Published: |
2023-10-30 |
Author: |
Rui Lin [aut, cre],
Yongcheol Shin [aut] |
Maintainer: |
Rui Lin <ruilin1081 at gmail.com> |
License: |
GPL (≥ 3) |
NeedsCompilation: |
no |
CRAN checks: |
GCCfactor results |
Documentation:
Downloads:
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