Changes in version 0.1.1 (2026-05-07) - Updated package metadata and documentation to reflect the forthcoming publication in the Journal of Econometrics. - Added links to the companion replication repository. - Made the NSW vignette code robust to package checks without internet access. - Fixed Rd markup for simulation_dgp(). Changes in version 0.1.0 (2021-11-24) - The first version was submitted to CRAN. - Check (Lee and Weidner, 2021) for details.