Man pages for veneficusnl/pmpp
Posterior Mean Panel Predictor

create_fframeAdd empty rows with time stamps to each cress-sectional unit...
get_kernelObtain 2D kernel density estimates given sufficient...
get_lambda0Produce sufficient statistics (lambda0) given the common...
get_sigma2Produce variance of the shocks estimated using GMM residues...
GMM_parametricProduce posterior means of lambda's for the parametric GMM...
kdeOne-dimensional kernel density estimate
kde2DCompute a two-dimensional kernel density estimate
loglikelihood_GMMProduce negative log-likelihood in the GMM case
loglikelihood_QMLEProduce (negative) log marginal likelihood for QMLE with...
plot.pmppPlot method for objects of class 'pmpp'.
pmppPosterior Mean Panel Predictor for dynamic panel modelling
pmpp_dataTransform a single variable in the matrix format into the...
pmpp_predIntervalRandom-Window Block Bootstrap for prediction intervals for...
post_mean_lambda_parProvide posterior means of lambda_i's based on the Parametric...
predict.pmppCompute forecasts with a PMPP model
ssys_gmmSuboptimal multi-step System-GMM estimator for AR(1) panel...
summary.pmppSummary method for objects of class 'pmpp'.
veneficusnl/pmpp documentation built on May 19, 2019, 9:39 p.m.