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 ed. 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 ed. 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.