Balke, N. S. and Gordon, R. J. (1986), “Historical Data,” in R. J. Gordon, ed., The American Business Cycle, 781–850, Chicago: The University of Chicago Press.

Emerson, P. L. (1968), “Numerical Construction of Orthogonal Polynomials from a General Recurrence Formula,” Biometrics, 24, 695–701.

Gallant, A. R. and Goebel, J. J. (1976), “Nonlinear Regression with Autoregressive Errors,” Journal of the American Statistical Association, 71, 961–967.

Harvey, A. C. (1981), The Econometric Analysis of Time Series, New York: John Wiley & Sons.

Johnston, J. (1972), Econometric Methods, Second Edition, New York: McGraw-Hill.

Judge, G. G., Griffiths, W. E., Hill, R. C., Lutkepohl, H., and Lee, T. C. (1985), The Theory and Practice of Econometrics, Second Edition, New York: John Wiley & Sons.

Park, R. E. and Mitchell, B. M. (1980), “Estimating the Autocorrelated Error Model with Trended Data,” Journal of Econometrics, 13, 185–201.

Pringle, R. M. and Rayner, A. A. (1971), Generalized Inverse Matrices with Applications to Statistics, New York: Hafner Publishing.