Detecting Structural Change with Heteroskedasticity

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


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("SupMZ")

0.1.0 by Muhammad Yaseen, 4 months ago


https://github.com/myaseen208/SupMZ, https://myaseen208.github.io/SupMZ/


Browse source code at https://github.com/cran/SupMZ


Authors: Muhammad Yaseen [aut, cre] , Sami Ullah [aut, ctb] , Gulfam Haider [aut, ctb]


Documentation:   PDF Manual  


GPL-2 license


Imports dplyr, magrittr

Suggests testthat


See at CRAN