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The PDLREG Procedure

References

Balke, N.S. and Gordon, R.J. (1986), "Historical Data," in The American Business Cycle, ed. R.J. Gordon, 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, Inc.

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

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, Inc.

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 Raynor, A.A. (1971), Generalized Inverse Matrices with Applications to Statistics, New York: Hafner Publishing Company.

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