Errata for Introduction to Time Series Using Stata, Revised Edition

The errata for Introduction to Time Series Using Stata, Revised Edition are provided below. Click here for an explanation of how to read an erratum. Click here to learn how to determine the printing number of a book.

(1)	Chapter 10, p. 411, third full paragraph

Both cointegrating relationships are significant at the 5% level in the

$\Delta w_{V,t}$ equation, consistent with the normalization in (10.5). However, both cointegrating relationships also are significant at the 5% level in the

$\Delta w_{V,t}$ equations, contradicting our assumption that

$\alpha_{M1} = 0$ . A nonzero value of

$\alpha_{M1} = 0$ will complicate somewhat the interpretation of the estimates.

Both cointegrating relationships are significant at the 5% level in the

$\Delta w_{V,t}$ equation, consistent with the normalization in (10.4). However, both cointegrating relationships also are significant at the 5% level in the

$\Delta w_{V,t}$ equations, contradicting our assumption that

$\alpha_{V1} = 0$ . A nonzero value of

$\alpha_{V1} = 0$ will complicate somewhat the interpretation of the estimates.

Errata for Introduction to Time Series Using Stata, Revised Edition

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