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Cobra: A package for co-breaking analysis

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  • Massmann, Michael

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  • Massmann, Michael, 2007. "Cobra: A package for co-breaking analysis," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 663-679, October.
    • Handle: RePEc:eee:csdana:v:52:y:2007:i:2:p:663-679
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    References listed on IDEAS

    as
    1. Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000. "Cointegration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.
    2. Chapman, David A. & Ogaki, Masao, 1993. "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, vol. 42(2-3), pages 133-138.
    3. repec:adr:anecst:y:2002:i:67-68:p:03 is not listed on IDEAS
    4. Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164.
    5. Søren Johansen & Rocco Mosconi & Bent Nielsen, 2000. "Cointegration analysis in the presence of structural breaks in the deterministic trend," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 216-249.
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