SupMZ

R Package

SupMZ: Detecting Structural Change with Heteroskedasticity

Authors

Muhammad Yaseen

Sami Ullah

Gulfam Haider

Published

May 24, 2019

R Package Code

SupMZ : Detecting Structural Change with Heteroskedasticity [Website]. 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).