Econometric Analysis, 8th Edition
ERRATA and DISCUSSION
Last updated November 30, 2018
Page Number 
Date Posted 
Errata 
PAGE NUMBER 
DATE 

erratum ... may be repeated for more than one on the page

0 
4/19/17 

Publication Date.
(William Greene, Author)

xii, xiii 
6/30/17 
 In the table of contents, in 11.8.3, "Iv" should be "IV." in 13.5.2 and 13.6.4, "Gmm" should be "GMM."
(Author)

9 
5/12/17 

Item VI: The correct url for the online appendices is
http://people.stern.nyu.edu/wgreene/Text/econometricanalysis.htm They can also be found at www.pearsonhighered.com/greene
(Author)

17 
7/13/18 
 In the last line of Assumption A4, there is a missing "=0"
after the first bracketed term.
(Alfonso SanchezPenalver, University of South Florida)

3133 
7/31/17 

In Section 3.2.2, the reported values for the various computations are not consistent with the data shown in Table 3.1. The various errors follow from an error in the Real Investment column (Y) in Table 3.1. The following are the required corrections:
In (37), 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 6.885224.
In (39), 0.00533 should be 0.005169.
In (310), 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 

44 
7/7/17 

In Example 3.2, the end of the fourth line should read
R^{2} = b^{2}S_{xx}/S_{yy}.
(Alejandro Rojas, University of Texas, Rio Grande Valley)

45 
8/18/17 
 In Table 3.4, the values in the sum of squares column should be 0.76091, 0.20502, 0.965911, 0.78776. The values in the mean square column should be 0.02050 and 0.06899.
(Author)

59 
9/6/18 
 In equation (411), the closing parenthesis is missing from the numerator term in the fraction.
(Dominik Jobst, Johannes Kepler University, Linz, Austria)

90 
9/21/18 

In line 5 of Example 4.10, "(height divided by width)" should be "(width divided by height)."
(Randall Campbell and Zhuo Li, Mississippi State University)

98 
7/12/18 
 In line 7 of paragraph 2, 0.7742 should be 0.7752.
(Randall Campbell, Mississippi State University)

110 
8/18/17 
 In the last line of exercise 16, b should be bold.
(Author)

129 
8/18/17 
 The Header for Example 5.4 should be 5.4, not 5.4F.
(Author)

178 
6/3/17 

In the list of three equations at the top of the page, "othewise" should be "otherwise" in the second and third lines.
(Author)

259 
11/30/18 
 In the last row, second column of Table 8.1, 1.0301 should be 5.0240.
(Randy Campbell, Mississippi State University)

407 
11/30/18 
 In (1133), there should be no subscript i on q_{i}. There is a term 1/s_{e} that should be added before the left square bracket.
(Randy Campbell, Mississippi State University)

739 
7/12/18 
 In line 1, 10.6 should be 10.79. In line 4, 11.1 should be 11.23.
(Randall Campbell, Mississippi Stata University)

748 
7/12/18 
 In the header for Example 17.7, "Logit" should be "Probit."
(Randall Campbell, Mississippi Stata University)

752,753 
7/12/18 
 In the last line of Table 17.5 and likewise in the last line of Table 17.6, the first 0.02086 should be 0.03571.
(Randall Campbell, Mississippi Stata University)

920 
6/25/17 

Figure 19.1 shows three truncated distributions. The rightmost one results from truncation at x = +0.5. In the rightmost label box, f(x  x > 0.5) should be f(x  x > +0.5)
(Author)

987 
11/30/18 
 Near the bottom of the page,
r_{s} should be r_{ts}.
(Bingchen Wang, Columbia University)

990 
11/30/18 
 Line 3. E[e_{t}] = 0 does not require r < 1. It is stated as an assumption. That is, (206) requires both (205) and E[e_{t}] = 0. (The sentence in the text is misleading as it stands. It will be correct if the "and" is moved from the end of the line to before "E[e_{t}] = 0.")
(Bingchen Wang, Columbia University)

1035 
11/30/18 
 In the "alternative formulation," in the middle of the page, in the first equation, in the summation, f_{j} should be g_{j} and the two expressions in the second line should be replaced with simply g* = g  1. The same correction applies to the following equation. It should also be noted that the first ADF test is being carried out assuming that b = 0.
(Bingchen Wang, Columbia University)

1096 
7/13/18 
 In the reference to Wooldridge (1995), "Mean" should be "Mean Independence."
(Alfonso SanchezPenalver, University of South Florida)

Appendices 
11/30/18 

At various places in the Appendices, Chebychev should be Chebyshev.
(Don Tawanpitak, University of Florida)

Appendix B, Equation (B96) 
6/30/17 

In the quadratic form, there is a prime missing before R. This is on page 1129 in the online appendix.
(Steven Wu Chaves, New York University)

Appendix F, Tables 
6/30/17 

In the table entry for data set F3.1, in the description, "GNP" should be "GDP."
(Alejandro Rojas, University of Texas, Rio Grande Valley)
