Econometric Analysis, 8th Edition

ERRATA and DISCUSSION

Last updated July 31, 2017


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)
31-33 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 (3-7), 2.41882 should be 2.42007.
    In the expressions for b2 and b3 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 bYG=0.005169, bYT=-0.0061321, bTG=0.569964 and rGT2=0.919881.
    In the subsequent text, bYT=-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
  • The entries in table 3.2 must be changed to be consistent with the corrections listed above for pages 31-33. The new table is as follows:
                                             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
  • In Example 3.2, the end of the fourth line should read R2 = b2Sxx/Syy. (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)
110 8/18/17
  • In the last line of exercise 16, beta 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)
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)
Appendix B, Equation (B-96) 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)