TY  - BOOK
A1  - Strohe, Hans Gerhard
T1  - Dynamic latent variables path models : an alternative PLS estimation
N2  - In this paper a partial least squares (PLS) approach to dynamic modelling with latent variables is proposed. Let Y be a matrix of manifest variables and H the matrix of the corresponding latent variables. And let H = BH+ε be a structural PLS model with a coefficient matrix B. Then this model can be made a dynamic one by substituting for B a matrix F = B + CL containing the lag operator L. Then the structural dynamic model H = FH+ε is formally estimated like an ordinary PLS model. In an exploratory way the model can be used for forecasting purposes. The procedure is being programmed in ISP.
T3  - Statistische Diskussionsbeiträge - 01 
KW  - PLS
KW  - dynamic models
KW  - path models
Y1  - 2009
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/2781
UR  - https://nbn-resolving.org/urn:nbn:de:kobv:517-opus-29498
ER  -