Generalised Canonical Correlation Estimation of the Multilevel Factor Model (2022)
Attributed to:
New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.4295429
Publication URI: http://dx.doi.org/10.2139/ssrn.4295429
Type: Journal Article/Review
Parent Publication: SSRN Electronic Journal