SupMZ: Detecting Structural Change with Heteroskedasticity

R Packages
Authors

Yaseen, M. Ullah, S., and Haider, G.

Published

16 January 2020

Publication details

The Comprehensive R Archive Network (CRAN)

Links

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Calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017)