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