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) ().


Reference manual

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0.2.0 by Muhammad Yaseen, a year ago,

Browse source code at

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