Errata on the second edition of

Econometric Models, Techniques, and Applications


Intriligator, Bodkin and Hsiao (1996)



1.     p.26: in the second coefficient matrix on the lhs of  *(2.5.8) element 1,1 has to be -beta_1

2.     p.41: in (2.9.4) z_t misses in the partition of x_t  (corresponding to *(2.9.3))


3.     p.75: in the text below (4.3.9) the arithmetic mean of y should not be indexed, two lines below, the residuals should not have the index ij, but i.


4.     p.77: in figure 4.2 read "First Observation" instead of "First bservation"


5.     p.94: Just before, and in (4.7.28), the L denoting the Likelihood is written in different (more or less fancy) styles.


6.     p.97: in the numerator of (4.7.53), there should be the difference not the sum of the SSR's.


7.     p.168: footnote 47: the definition of d_n lacks the right dash of  the norm.


8.     p.169: after (5.12.4) read "least absolute deviation" instead of "least absolute derivation".


9.     p.319: in *(9.1.5) read "E(e_i' e_i)" instead of "E(e_i e_i)"


10.  p.320: in *(9.1.6) read "E(e_i' e_j)" instead of "E(e_i e_i)"


11.  p.324: in (9.2.5) and (9.2.6) e_i should be bold


12.  p.324: in (9.2.6) read "E(R' e_i' e_i R)" instead of "E(R e_i e_i R)"


13.  p.325: instead of "the bogus parameters Gamma, Beta" read "the bogus parameters Gamma-bar, Beta-bar" (as defined in (9.2.7))


14.  p.340: before (9.6.2) the rhs-zero of the constraint equ. should be bold


15.  p.340: in (9.6.2) read "omega_j = psi_j(a)" instead of "omega_j =


16.  p.341: between (9.6.7) and (9.6.8) read "N-row matrix" instead of "g-row


17.  p.341: in *(9.6.11) the should be a bar (instead of a tilde) above q, on the rhs read "N-1" instead of "g-1"


18.  p.491: in *(14.1.3) Pi_2 should be bold



 The authors wish to thank Professor Harry Haupt of the University of Regensburg for kindly pointing out these typos.