11 | DPLS: Partial Least Squares Program |
11.1 | Introduction |
11.2 | Theoretical Background |
11.3 | Estimating a DPLS-Model |
11.3.1 | The Computer Program DPLS |
11.3.2 | Creating Design-Matrices |
11.3.3 | Estimating with DPLS |
11.3.4 | Measuring the Forecasting Validity |
11.4 | Example: A Model for German Share Prices |
Bibliography |