The PDLREG Procedure

References

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  • 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, 2nd Edition, New York: McGraw-Hill.

  • Judge, G. G., Griffiths, W. E., Hill, R. C., Lütkepohl, H., and Lee, T. C. (1985), The Theory and Practice of Econometrics, 2nd 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.