We use deep partial least squares (DPLS) to estimate an asset pricing model for individual stock returns that exploits conditioning information in a flexible and dynamic way while attributing excess returns to a small set of statistical risk factors. The novel contribution is to resolve the...

This research aims to determine the impact of internal and external factors of Social Capital, Entrepreneurial Self-Efficacy, and Person-Entrepreneurship Fit in the transition of nascent entrepreneurs toward venture creation. For the development of this research, a sample of 500 entrepreneurs...

We consider Partial Least Squares (PLS) estimation of a time-series forecasting model with the data containing a large number (T) of time series observations on each of a large number (N) of predictor variables. In the model, a subset or a whole set of the latent common factors in predictors are...