SupMZ: Detecting Structural Change with Heteroskedasticity
R Packages
Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017)
Yaseen, M. Ullah, S., and Haider, G.
January 16, 2020
The Comprehensive R Archive Network (CRAN)
Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017)