Cobra: a package for co-breaking analysis

DOI10.1016/j.csda.2006.11.001zbMath1452.62015OpenAlexW2077740959MaRDI QIDQ1020861

Michael Massmann

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.11.001

zbMATH Keywords

structural breakscommon featuresco-breaking

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Software, source code, etc. for problems pertaining to statistics (62-04)

Related Items (3)

Editorial: Second special issue on statistical algorithms and software ⋮ Editorial: Special issue on statistical algorithms and software ⋮ Cobra

Uses Software

• Ox
• OxPack
• GiveWin

Cites Work

• Guest editorial: Common features
• Multivariate reduced-rank regression
• Cotrending and the stationarity of the real interest rate
• Cointegration analysis in the presence of structural breaks in the deterministic trend
• Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
• Dynamic Econometrics
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

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