| 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 |