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SupMZ: Detecting Structural Change with Heteroskedasticity
Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017) (<DOI: 10.1080/03610926.2016.1235200>).
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Package details |
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| Author | Muhammad Yaseen [aut, cre], Sami Ullah [aut, ctb], Gulfam Haider [aut, ctb] |
| Maintainer | Muhammad Yaseen <myaseen208@gmail.com> |
| License | GPL-2 |
| Version | 0.2.0 |
| URL | https://github.com/myaseen208/SupMZ https://myaseen208.github.io/SupMZ/ |
| Package repository | View on CRAN |
| Installation |
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