Unit Root Tests for Bounded Time Series // Implements unit root tests for bounded time series following Cavaliere and Xu (2014) doi:10.1016/j.jeconom.2013.08.012. Standard unit root tests (ADF, Phillips-Perron) have non-standard limiting distributions when the time series is bounded. This package provides modified ADF and M-type tests (MZ-alpha, MZ-t, MSB) with p-values computed via Monte Carlo simulation of bounded Brownian motion. Supports one-sided (lower bound only) and two-sided bounds, with automatic lag selection using the MAIC criterion of Ng and Perron (2001) doi:10.1111/1468-0262.00256.