This is a study that was published in 2010. 
This study measured the effectiveness of a non-exercise-based four-week cognitive-behavioural intervention, delivered in a group setting for elderly patients with severe COPD. The intervention used a cognitive-behavioural format to address understanding of COPD and medication, anxiety, panic and depression, activity pacing, relaxation, breathing retraining and goal-setting. There were significant improvements in depression and health status. There was a non-significant improvement in anxiety. There was a significant reduction in ED attendance and a non-significant reduction in length of hospital stay in the intervention group, compared to comparative increases in the control group, highlighting the cost-effectiveness of the intervention.
1 Howard C, Dupont S, Haselden B, et al. The effectiveness of a group cognitive-behavioural breathlessness intervention on health status, mood and hospital admissions in elderly patients with chronic obstructive pulmonary disease. Psychol Heal Med 2010;15:371–85. doi:10.1080/13548506.2010.482142