Cobra: a package for co-breaking analysis
type: Item
instance of: scholarly article
title: Cobra: a package for co-breaking analysis
zbMATH Open document ID: 1452.62015
author: Michael Massmann
published in: Computational Statistics and Data Analysis
publication date: 2009-06-02T00:00:00Z
Mathematics Subject Classification ID: 62-04
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5560185
zbMATH Keywords: co-breaking
zbMATH Keywords: common features
zbMATH Keywords: structural breaks
describes a project that uses: Ox
describes a project that uses: OxPack
describes a project that uses: GiveWin
MaRDI profile type: Publication
full work available at URL: j.csda.2006.11.001
OpenAlex ID: W2077740959
cites work: Guest editorial: Common features
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cites work: A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
cites work: Cotrending and the stationarity of the real interest rate
cites work: Dynamic Econometrics
cites work: Cointegration analysis in the presence of structural breaks in the deterministic trend
cites work: Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
cites work: Multivariate reduced-rank regression
DOI: 10.1016/J.CSDA.2006.11.001
description: scientific article; zbMATH DE number 5560185