SupMZ
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) (doi:10.1080/03610926.2016.1235200).
- Version0.2.0
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Last release01/16/2020
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Team
Muhammad Yaseen
Sami Ullah
Show author detailsRolesAuthor, ContributorGulfam Haider
Show author detailsRolesAuthor, Contributor
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- Imports2 packages
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