| 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 |