Could any one recommend some literature or/and software for multi-level non-hierarchical dynamic factor models?

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Jaime Cuauhtemoc Negrete

check this links maybe help you

https://www.semanticscholar.org/paper/Dynamic-Hierarchical-Factor-Models-Ng-Moench/12813a0d8e19477a665467362cfe7eab1f8d7637

Article Dynamic Hierarchical Factor Models

Artem Shikhovtsev

This link maybe useful Article An Overview of the Logic and Rationale of Hierarchical Linear Models

Caitlin Furby

Have you created an account on Kagle? There might be something on there