You can achieve this, e.g., by having a tabularx-environment with two columns. The first column is the left-aligned factor-column.
The second column is the X-column.
That second column is to hold another tabularx-environment. That other tabularx's first column is the Series-column and is an X-column. That other tabularx's second column is the R-squared-column and is a centered-column whose width equals the width of the phrase "R-squared".
The width of the entire inner tabularx-environment should be \hsize as that denotes the width of the surrounding X-column.
In order to get the horizontal spacing right, you may wish to set \tabcolsep to zero-width and to use @ for inserting horizontal space between columns according to your likings.
You may also wish to use some macros of the booktabs-package for drawing horizontal lines of different thicknesses.
This is how—after a first glimpse on the image provided in the question—I would probably approach the matter.
\documentclass{article}
\usepackage{booktabs, tabularx}
\newcolumntype{C}[1]{>{\centering\arraybackslash}p{#1}}
\newlength\tabcolsepcopy
\newcommand\Rsquzaredhsize{}
\newbox\tempbox
\begin{document}
\noindent\hrulefill Width of line of text \hrulefill
\bigskip
\begingroup
\tabcolsepcopy=\tabcolsep
\tabcolsep=0ex
\noindent
\begin{tabularx}{\textwidth}{l@{\hspace{2\tabcolsepcopy}}X}
\toprule&%
{%
\begin{tabularx}{\hsize}[c]{X@{\hspace{2\tabcolsepcopy}}c}%
Series&R-squared%
\setbox\tempbox\hbox{R-squared}%
\xdef\Rsquzaredhsize{\the\wd\tempbox}%
\end{tabularx}%
}%
\\
\midrule
Factor 1%
&%
{%
\begin{tabularx}{\hsize}[c]{X@{\hspace{2\tabcolsepcopy}}C{\Rsquzaredhsize}}%
Producer Prices in Industry&0.67\\
Harmonised Index of Consumer Prices&0.56\\
Industrial Turnover Index, Manufacturing&0.53\\
Compensation of Employees&0.59\\
Gross Fixed Capital Formation Price Index&0.48%
\end{tabularx}%
}%
\\
\midrule
Factor 2%
&%
{%
\begin{tabularx}{\hsize}[c]{X@{\hspace{2\tabcolsepcopy}}C{\Rsquzaredhsize}}%
Cost of Borrowing for Households for House Purchase&0.49\\
6-month Euribor&0.45\\
1-year Euribor&0.45\\
3-month Euribor&0.44\\
Long-term Interest Rate Belgium&0.43%
\end{tabularx}%
}%
\\
\midrule
Factor 3%
&%
{%
\begin{tabularx}{\hsize}[c]{X@{\hspace{2\tabcolsepcopy}}C{\Rsquzaredhsize}}%
Government Spending Italy&0.61\\
Unit Labour Cost Germany&0.61\\
Government Spending Finland&0.61\\
Unit Labour Cost Luxembourg&0.60\\
Unit Labour Cost Italy&0.60%
\end{tabularx}%
}%
\\
\midrule
Factor 4%
&%
{%
\begin{tabularx}{\hsize}[c]{X@{\hspace{2\tabcolsepcopy}}C{\Rsquzaredhsize}}%
Row 1 of factor 4&0.01\\
Row 2 of factor 4&0.02\\
Long long row 3 of factor 4 Long long row 3 of factor 4 Long long row 3 of factor 4
Long long row 3 of factor 4 Long long row 3 of factor 4 Long long row 3 of factor 4
Long long row 3 of factor 4 Long long row 3 of factor 4 Long long row 3 of factor 4
Long long row 3 of factor 4 Long long row 3 of factor 4&0.03\\
Row 4 of factor 4&0.04\\
Row 5 of factor 4&0.05\\
Row 6 of factor 4&0.06%
\end{tabularx}%
}%
\\
\bottomrule
\end{tabularx}%
\endgroup
\end{document}
If you don't need linebreak-features and wish the table to be as narrow as possible, then use tabular-environments instead of tabularx-environments:
\documentclass{article}
\usepackage{booktabs}
\newlength\tabcolsepcopy
\begin{document}
\noindent\hrulefill Width of line of text \hrulefill
\bigskip
\begingroup
\tabcolsepcopy=\tabcolsep
\tabcolsep=0ex
\noindent
\begin{tabular}{l@{\hspace{2\tabcolsepcopy}}l@{\hspace{2\tabcolsepcopy}}c}
\toprule&Series&R-squared
\\
\midrule
Factor 1%
&%
\begin{tabular}[c]{l}%
Producer Prices in Industry\\
Harmonised Index of Consumer Prices\\
Industrial Turnover Index, Manufacturing\\
Compensation of Employees\\
Gross Fixed Capital Formation Price Index%
\end{tabular}%
&%
\begin{tabular}[c]{c}%
0.67\\
0.56\\
0.53\\
0.59\\
0.48%
\end{tabular}%
\\
\midrule
Factor 2%
&%
\begin{tabular}[c]{l}%
Cost of Borrowing for Households for House Purchase\\
6-month Euribor\\
1-year Euribor\\
3-month Euribor\\
Long-term Interest Rate Belgium%
\end{tabular}%
&%
\begin{tabular}[c]{c}%
0.49\\
0.45\\
0.45\\
0.44\\
0.43%
\end{tabular}%
\\
\midrule
Factor 3%
&%
\begin{tabular}[c]{l}%
Government Spending Italy\\
Unit Labour Cost Germany\\
Government Spending Finland\\
Unit Labour Cost Luxembourg\\
Unit Labour Cost Italy%
\end{tabular}%
&%
\begin{tabular}[c]{c}%
0.61\\
0.61\\
0.61\\
0.60\\
0.60%
\end{tabular}%
\\
\midrule
Factor 4%
&%
\begin{tabular}[c]{l}%
Row 1 of factor 4\\
Row 2 of factor 4\\
Row 3 of factor 4\\
Row 4 of factor 4\\
Row 5 of factor 4\\
Row 6 of factor 4%
\end{tabular}%
&%
\begin{tabular}[c]{c}%
0.01\\
0.02\\
0.03\\
0.04\\
0.05\\
0.06%
\end{tabular}%
\\
\bottomrule
\end{tabular}
\endgroup
\end{document}
\begin{tabular}{llc}should serve as a place to start from.\begin{tabular}environment. Please provide a MWE that our help can be more specific.\documentclass{article} \usepackage{booktabs} \begin{document} \begin{center} \begin{tabular}{ llr } \toprule & Series & P squared\\ \midrule & cell1 dummy text & 0.67 \\ & cell1 dummy text & 0.67 \\ Factor 1 & cell1 dummy text & 0.67 \\ & cell1 dummy text & 0.67 \\ & cell1 dummy text & 0.67 \\ \midrule & cell1 dummy text & 0.67 \\ & cell1 dummy text & 0.67 \\ Factor 2 & cell1 dummy text & 0.67 \\ & cell1 dummy text& 0.67 \\ & cell1 dummy text& 0.67 \\ \bottomrule \end{tabular} \end{center} \end{document}should serve as a place to start from.tabularxpackage and use seomthing like\begin{tabularx}{\textwidth}{lXc}instead.