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  - 1995
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-29498
ER  - 
TY  - BOOK
A1  - Ruge, Marcus
A1  - Strohe, Hans Gerhard
T1  - Analyse von Erwartungen in der Volkswirtschaft mit Partial-Least-Squares-Modellen
T1  - Analysis of expectations in the economy with Partial Least Squares Models
N2  - Der statistische Diskussionbeitrag untersucht, ob und wie sich Erwartungen und Stimmungen in der Wirtschaft bilden bzw. von welchen volkswirtschaftlichen Größen sie abhängen. Als Methodik werden Partial Least Squares (PLS) Modelle genutzt, eine Modellklasse der Pfadanalyse mit latenten Variablen. Die verwendeten Daten wurden vom Ifo-Institut und aus der amtlichen Statistik entnommen.
N2  - This paper analyses the development of sentiments and expectations in the German economy. The issue is how these expectatons are influenced by major macroeconomic variables like investments or unemployment. Several Partial Least Squares models (PLS) are used to estimate the relations. The data is derived from the German Ifo Institut and the official statistic.
T3  - Statistische Diskussionsbeiträge - 29 
KW  - PLS
KW  - LISREL
KW  - Erwartungen
KW  - Ifo
KW  - Wirtschaft
KW  - expectations
KW  - PLS
KW  - economy
KW  - Germany
Y1  - 2008
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-27010
ER  -