# GCC Estimation of the Multilevel Factor Model

## Documentation for package ‘GCCfactor’ version 1.0.1

- DESCRIPTION file.

## Help Pages

AsymCI_local_loading | Get an asymptotic confidence interval for the local component
Bartlett | Bartlett kernel function
BS_global_comp | Get a bootstrap confidence interval for the global component
BS_global_factor | Get bootstrap confidence intervals for the global factors
BS_global_loading | Get a bootstrap confidence interval for the global factor loadings
BS_local_comp | Get a bootstrap confidence interval for the global component
BS_local_factor | Get a bootstrap confidence interval for the local factors
check_data | Check validity of the data and headers
dwBS | Dependent wild bootstrap for resampling time series
GCC | Generalised canonical correlation estimation for the global factors
get_bw | Get an optimal bandwidth using Bartlett kernel
infocrit | Selection criteria for the approximate factor model
multilevel | Full estimation of the multilevel factor model
panel2list | data.frame to list of data matrices
PC | Principal component (PC) estimation of the approximate factor model
summary.multi_result | Print the relative importance ratios
UKhouse | England and Wales House Price Growth Data Categorised by Regions