Econometric Analysis, 8th Edition
ERRATA and DISCUSSION
Last updated March 2, 2018
Page Number
Date Posted
Errata
PAGE NUMBER
DATE
0
4/19/17
xii, xiii
6/30/17
9
5/12/17
http://people.stern.nyu.edu/wgreene/Text/econometricanalysis.htm
They can also be found at www.pearsonhighered.com/greene
(Author)
31-33
7/31/17
In (3-7), 2.41882 should be 2.42007.
In the expressions for b_{2} and b_{3} on page 32, -1.6351 should be -1.7170; 4.22255 should be 4.09829; -0.180169 should be -0.180663; 0.0108157 should be 0.01081404; -6.8780284 should be 06.66522.
In (3-9), 0.00533 should be 0.005169.
In (3-10), 0.1080157 should be 0.1081404 based on
b_{YG}=0.005169, b_{YT}=-0.0061321,
b_{TG}=0.569964 and
r_{GT}^{2}=0.919881.
In the subsequent text, b_{YT}=-1.7170/280=-0.0061321.
Later, the slope on the time trend is -0.180663.
On page 33, the final column of values should be 36.301, 288.691, 3612.90, 188.300, 82.8193.
The solution for b should be (-6.26176, -0.161870, 0.0996027, 0.019722, -0.0110883).
(Author, New York University)
41
7/31/17
Simple Partial
Variable Coefficient t ratio Correlation Correlation
----------------------------------------------------------------
Trend -0.16187 -3.42 -0.10441 -0.73381
Real GDP 0.09960 4.11 0.14809 0.79285
Interest 0.01972 0.58 0.55261 0.18145
Inflation -0.01109 -0.28 0.19388 -0.08755
(Author)
44
7/7/17
45
8/18/17
110
8/18/17
129
8/18/17
178
6/3/17
(Author)
920
6/25/17
Appendix B, Equation (B-96)
6/30/17
Appendix F, Tables
6/30/17