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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.