The following pages should be corrected in the eleventh printing, which will take place place at an unknown time in the future. The nineth and tenth printings appear to be identical to the eighth, because OUP failed to make any corrections. pg373 The subscript on \hat\btheta on the right-hand side of the equation between (9.63) and (9.64) was there in error and has been removed. pg425 A typo was corrected following equation (10.67). "identify" was changed to "identity". pg534-35 A minor notational error was corrected in (12.87) and in the first sentence on page 535. W replaced X four times. pg549 There was a serious error in the derivation of the LIML estimator. We were incorrectly differentiating (12.119) with respect to the vector gamma, one element of which is unity, instead of the vector beta_2, which is the remainder of gamma. This required a number of changes between (12.119) and (12.121). There was also a minor notational error in the first display. This is the same error that was corrected on pages 534-5. pg614 A trivial error (wrong font for Delta) was fixed in the first equation on this page. pg625-26 The last full sentence on page 625 was rewritten to avoid possible confusion. This made the paragraph longer and changed the page break, so that page 626 was also affected. pg703 The book "A Companion to Theoretical Econometrics" was given an incorrect title in the reference to Bierens (2001). pg705 "A Companion to Theoretical Econometrics" again. pg707-08 "A Companion to Theoretical Econometrics" again. pg710-11 "A Companion to Theoretical Econometrics" again. pg713-15 "A Companion to Theoretical Econometrics" again. Also, on page 714, the title of Lovell's 1963 paper was incorrect (corrected in 8th printing). pg717 "A Companion to Theoretical Econometrics" again. Also, there was a typo in the title of the 1995 paper by Ng and Perron.