# Introductory Econometrics

This page maintains a list of all changes to the files on the CD and errata for the first printing of the book (2006). For errata in the text, go this link (to download a Word file). These corrections have been incorporated in the second printing (2010), which no longer has a CD. The most recent version of all the files can be downloaded in a 27.7 MB zip file here.

#### Word Documents

 Location Document Description Date Basic Tools/InternetData/CPS [CPS.doc] Changes in the documentation (location and format of codebooks) for Current Population Survey necessitated rewrite. 23 Mar 2007

#### Excel Workbooks

 Chapter [Workbook]Worksheet Description Date 2: Correlation [Correlation.xls]Patterns Linear, Heteroskedastic and Nonlinear radio buttons switched 13 Jan 2006 3: Pivot Tables [EastNorthCentralFTWorkers.xls]Tables Two pivot tables did not match text figures; Excel 2007 gave an error message about unrepairable content 23 Sept 2009 4: Computing Regression [Reg.xls]minSSR, Q&A [RegAns.doc, RegAns.xls] ShowSymbols macro was off by one row; added a Q&A question 16 May 2006; 19 Jan 2007 5: Computing Regression [RMSE.xls]Accordion Scatter charts were redrawing incorrectly in Excel 2007. 26 Jan 2009 9: Monte Carlo Simulation [MonteCarlo.xls]MCSim Excel 2007 produces a "1004" VB error when you run a Monte Carlo from the sheet. Unlike previous versions, Excel 2007 cannot handle a blank in the Series formula. 23 Oct 2007 10: Review of Inferential Statistics [BoxModel.xls] Excel 2007 produces an error when drawing probability histograms involving ChartObjects.Delete. 24 Oct 2007 13: The Classical Econometric Model [Skiing.xls]EstimatingBeta1 Cell A11 contained the words "SD of Nus"; this should have been "SD". Fig 13.3.1 in the text (p. 323) contains this mistake. 24 Feb 2010 14: The GaussMarkovTheorem [GaussMarkovUnivariate.xls]ComputingSEs Buttons did not work correctly for changing estimators. Error generated when running Monte Carlo in Excel 2007. 19 Feb 2007 26 Aug 2007 14: The GaussMarkovTheorem [GaussMarkovBivariate.xls]ComputingSEs OLS weights were not being recalculated immediately when Xs changed. Fixed Excel 2007 Monte Carlo chart issue (removed blanks from Series formula). 9 Apr 2008 15: Understanding the Standard Error [SEb1OLS.xls]MCSim MCSim button prompts corrected typo ("integer" replacing "Long") and fixed Take a Picture button 23 Feb 2006 15: Understanding the Standard Error [SEForecast.xls]TwoComponents View Chance Error components button was malfunctioning in Excel 2007. 26 Aug 2008 15: Understanding the Standard Error [SEForecast.xls]MCSim View Forecasted Y's button was malfunctioning in Excel 2007 26 Aug 2008 15: Understanding the Standard Error [SEForecast.xls]MCSimTriVariate View Forecasted Y's button was malfunctioning in Excel 2007 26 Aug 2008 16: Confidence Intervals and Hypothesis Testing [LinEstRandomVariables.xls]Data Reset to Intro button was failing in Excel 2007. 26 Aug 2008 16: Confidence Intervals and Hypothesis Testing [LinEstRandomVariables.xls]ErrorDist Draw Histogram button was not working in Excel 2007. 26 Aug 2008 16: Confidence Intervals and Hypothesis Testing [ConfidenceIntervals.xls]CIMCSim and CItMCSim Charts showing confidence intervals were not working in Excel 2007 16 Mar 2009 17: Joint Hypotheses [ChisquareDist.xls]1, 3, and50 Code inexplicably set chart linestyle to xlNone so it was not visible. Deleted these lines and works well. 26 Aug 2008 17: Joint Hypotheses [Correlated Estimates.xls]MonteCarlo Run Monte Carlo button wasn't working in Excel 2007 26 Aug 2008 18: Omitted Variable Bias [ComputerUse1997.xls]MCSim Monte Carlo button malfunctioning in Excel 2007. 26 Aug 2008 19: Heteroskedasticity [Het.xls]Univariate "View Residuals" button didn't work in Excel 2007; code changed. 4 Aug 2008 19: Heteroskedasticity [Het.xls]GenBiVar Trendline redrawn to enable equation to refresh correctly; Title of chart corrected to read "SD Bands" instead of "SE Bands" 17 Aug 2005 17 May 2006 19: Heteroskedasticity [Het.xls]SimpleBiVarMC MCSim button fixed to place P-value results in proper column. 30 Mar 2006 19: Heteroskedasticity [Het.xls]UniMCSim View Instrument 1 vs. Instrument 2 button does not work in Excel 2007. Fixed. 26 Aug 2008 19: Heteroskedasticity [HetRobustSE.xls]ComputingSE View Graph of Contributions to Variance button does not work in Excel 2007. Fixed. 26 Aug 2008 19: Heteroskedasticity [HetGLS.xls]UniMCSim View Instrument 1 vs. Instrument 2 button does not work in Excel 2007. Fixed. 26 Aug 2008 19: Heteroskedasticity [HetGLS.xls]UniMCSim Monte Carlo Simulation didn't work in Excel 2007. Fixed. 26 Aug 2008 20: Autocorrelation [Autocorr.xls]AR1Process GenerateAnotherObservation button does not work in Excel 2007. Fixed. 26 Aug 2008 20: Autocorrelation [AutoCorr.xls]AR1Model Trendline redrawn to enable equation to refresh correctly in first scatter plot. Also, Excel 2007 produces a "1004" VB error when you run OLS v FGLS Monte Carlo. Unlike previous versions, Excel 2007 cannot handle a blank in the Series formula. 15 May 2008 20: Autocorrelation [FreeThrowAutoCorr.xls]AR1Model Monte Carlo simulation does not update in Excel 2007. Fixed 26 Aug 2008 21 Topics in Time Series: [AnnualGDP.xls]RandomWalkvsTrend Names of series and therefore legends on graphs changed slightly to reduce confusion. 5 Nov 2009 22: Dummy Dependent Variable Models [LPMMonteCarlo.xls]Data Old version of NormalRandom function replaced. Previously the Votes Yes cells were being computed incorrectly. 20 Sep 2005 22: Dummy Dependent Variable Models [NLLSFit.xls]ProbitNLLS10 Removed Analysis Options button. 2 June 2008 Basic Tools/RandomNumber Random.xls Added functions for LINESTA (running LINEST on only Y>0 values) and RandomSample (drawing samples from a population with and without replacement). Added function MultivarXs to create a multivariate population which has a specified exact correlation matrix and exact means and SDs. The RandomSample and MultivarXs functions can be used to teach basic concepts using stochastic Xs; Fixed error in a routine for matrix multiplication (2 Mar 2007). This is only a problem for users of VecMatVecMult; if you haven't heard of that routine ignore this fix. 18 Apr 2006;     2 Mar 2007

 Add-in Description Date MonteCarloAns.doc A better answer for Question 5 in the Q&A in MonteCarlo.xls. 23 Mar 2006

#### All Files on the CD

MetricsCD10June2010.zip. A 27.7 MB ZIP file, created on 10 June 2010, that includes the very latest versions of the files that were on the CD.

#### Errata (Typos)

TypographicalErrors.doc A Word document containing typos found in the text. The second printing (2010) makes these corrections.

Last Update: 6 July 2017