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DPLS--Partial Least Squares Program for Dynamic Path Models
1. Introduction
2. Theoretical Background
2.1 The Dynamic Path Model DPLS
2.2 PLS Estimation with Dynamic Inner Approximation
2.3 Prediction and Goodness of Fit
3. Estimating a DPLS-Model
3.1 The Computer Program DPLS
3.2 Creating Design-Matrices
3.3 Estimating with DPLS
3.4 Measuring the Forecasting Validity
4. Example: A Dynamic Latent Variable Model for German Share Prices
4.1 The General Path Model
4.2 Manifest Variables and Sources of Data
4.3 Empirical Results
Bibliography