Description
Detecting Structural Change with Heteroskedasticity.
Description
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>).
README.md
SupMZ: Detecting Structural Change with Heteroskedasticity
Introduction
The SupMZ package calculates the sup MZ value to detect the unknown structural break points under Heteroskedasticity as given in Ahmed et al. (2017).
Authors
- Muhammad Yaseen ([email protected])
- Sami Ullah ([email protected])
- Gulfam Haider ([email protected])
Installation
Use devtools to install the development version from Github:
if(!require("remotes")) install.packages("remotes")
devtools::install_github("myaseen208/SupMZ")
License
This package is free and open source software, licensed under GPL.