11 DPLS: Partial Least Squares Program
11.1 Introduction
11.2 Theoretical Background
11.2.1 The Dynamic Path Model DPLS
11.2.2 PLS Estimation with Dynamic Inner Approximation
11.2.3 Prediction and Goodness of Fit
11.3 Estimating a DPLS-Model
11.4 Example: A Model for German Share Prices
Bibliography