SupMZ

Detecting Structural Change with Heteroskedasticity

CRAN Package

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

  • Version0.2.0
  • R version≥ 3.5.0
  • LicenseGPL-2
  • Needs compilation?No
  • Last release01/16/2020

Documentation

Team

Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN

Binaries

Dependencies

  • Depends1 package
  • Imports2 packages
  • Suggests1 package