References in statement of purpose
Most mores in academia are idiosyncratic. I wouldn't put references in my personal statement - it's seen as over-doing it (in my department - Psychology, at least). If you want to include literature in your statement, you should try to discuss the literature more generally and only cite specific authors if those research studies actually contribute significantly to your statement. 

If you were to include a specific citation, I wouldn't advise that you include a reference list. Keep in mind that committees read through hundreds of applications every year and likely won't look favorably on you adding more paper content to their already large stack of applications.

Many schools also have page limits for their applications, and they may see your reference page as additional material and disqualify your application.