GMM_parametric          Produce posterior means of lambda's for the
                        parametric GMM implementation given
                        autoregressive coefficient (rho)
create_fframe           Add empty rows with time stamps to each
                        cress-sectional unit in the panel
get_kernel              Obtain 2D kernel density estimates given
                        sufficient statistics for lambdas and the
                        initial data Y0
get_lambda0             Produce sufficient statistics (lambda0) given
                        the common coefficients (rho0)
get_sigma2              Produce variance of the shocks estimated using
                        GMM residues (sigma2_0) given the common
                        coefficients (rho0)
kde                     One-dimensional kernel density estimate
kde2D                   Compute a two-dimensional kernel density
                        estimate
loglikelihood_GMM       Produce negative log-likelihood in the GMM case
loglikelihood_QMLE      Produce (negative) log marginal likelihood for
                        QMLE with correlated random coefficients
plot.pmpp               Plot method for objects of class 'pmpp'.
pmpp                    Posterior Mean Panel Predictor for dynamic
                        panel modelling
pmpp_data               Transform a single variable in the matrix
                        format into the long panel format
pmpp_predinterval       Random-Window Block Bootstrap for prediction
                        intervals for PMPP model
post_mean_lambda_par    Provide posterior means of lambda_i's based on
                        the Parametric Posterior Mean estimator with
                        correlated random coefficients
predict.pmpp            Compute forecasts with a PMPP model
ssys_gmm                Suboptimal multi-step System-GMM estimator for
                        AR(1) panel data model
summary.pmpp            Summary method for objects of class 'pmpp'.
