Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017)
SupMZ: Detecting Structural Change with Heteroskedasticity
Yaseen, M. Ullah, S., and Haider, G.
(2020) The Comprehensive R Archive Network (CRAN) pdf
(2020) The Comprehensive R Archive Network (CRAN) pdf