GCCfactor (Q5980481)
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GCC Estimation of the Multilevel Factor Model
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | GCCfactor |
GCC Estimation of the Multilevel Factor Model |
Statements
Yongcheol Shin
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Provides methods for model selection, estimation, 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 (2025) <doi:10.2139/ssrn.4295429>.
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28 July 2026
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