Tools to forecast panel data

Hi all Matlab users,

Are there any tools|add-Ons|functions to forecast panel data in Matlab? I specially look for tools which help in estimating and forecasting Panel ARDl models, Panel Bayesian VARs and Panel neural networks.

Note:

1. Panel data are observations across entities (countries for examle) and across time, it has both cross sectional and time series dimensions.

2. To be more clear once again, I don't need ordinary time series tools. I need tools that analyze time-series-cross-sectional data structures.

Your help is much appreciated.