number of regressors and independent and identically distributed (IID) normal errors. A method developed by Bai and Perron (2003) also allows for the detection of multiple structural breaks from data. The MZ test developed by Maasoumi, Zaman, and Ahmed (2010) allows for the simultaneous detection of one or more breaks in both mean and variance at a known break point. The sup-MZ test developed by Ahmed, Haider, and Zaman (2016) is a generalization of the MZ test which allows for the detection of breaks in mean and variance at an unknown break point. Structural breaks in cointegration models For a cointegration model, the Gregory–Hansen test (1996) can be used for one unknown structural break, the Hatemi–J test (2006) can be used for two unknown breaks and the Maki (2012) test allows for multiple structural breaks. Statistical packages There are several statistical packages that can be used to find structural breaks, including R, GAUSS, and Stata, among others. See also Structural change Change detection Great Moderation References Change detection Time series Panel data Econometric modeling Regression analysis