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) (doi:10.1080/03610926.2016.1235200).

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

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  • Imports2 packages
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