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dml_bounds() fits the DML-Bounds test of Villena
(2026): a balanced, cross-fitted first stage orthogonalises the lagged
levels against a high-dimensional control set, and the null of no level
relationship is tested on the residualised variables.dml_bootstrap() implements the restricted system wild
bootstrap, which regenerates the outcome and the focal regressor jointly
under a shared Rademacher weight so the endogeneity channel is
preserved.trend_absorption() and
penalty_sensitivity() report whether a verdict survives a
change of conditioning set or of penalty.classical_bounds_test() runs all three steps of the
classical procedure and reads the statistic against a bracket simulated
at the model’s own sample size, rather than against a table calibrated
at T = 1000.simulate_pss_bounds() regenerates the classical bracket
from the data-generating process of Pesaran, Shin and Smith (2001); no
critical-value table is stored in the package.passthrough data: nine monthly United States
macroeconomic series, 1973-2020, so every example runs offline.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.