SupMZ0.2.0 package

Detecting Structural Change with Heteroskedasticity

supmz

Detecting Structural Change with Heteroskedasticity

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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) (<DOI: 10.1080/03610926.2016.1235200>).

  • Maintainer: Muhammad Yaseen
  • License: GPL-2
  • Last published: 2020-01-16

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