The following pages were corrected in the second printing, which occurred in
the early summer of 2004.

pg009   Before the second-last display on the page, there was a slight
        change in wording to avoid possible confusion between the number
        of elements in a vector and its Euclidean length.

pg012-14 There were minor problems in Figures 1.4 and 1.5 caused by a
	 buggy program. In the last equation on page 14, the E on the 
	 left-hand side should have been roman, not italic. 

pg044-46 There were minor problems in Figures 2.1, 2.2, 2.3, and 2.4
	 caused by a buggy program.

pg048	There was a minor problem in Figure 2.6 caused by a buggy
	program.

pg051-52 There were minor problems in Figures 2.8 and 2.9 caused by a
         buggy program.
	 
pg056	There was a minor problem in Figure 2.11 caused by a buggy program.
	 
pg064-65 There were minor problems in Figures 2.12 and 2.13 caused by a
         buggy program.
	 
pg076   There was a space missing between a period and the start of the
	next sentence just above the first equation on the page.

pg084   The zero in the second equation in Exercise 2.17 should have been 
	bold.

pg120	The error term in equation (3.69) in Exercise 3.11 was missing.

pg256   There was a minor error in Exercise 6.22 in specifying the
	distribution of the vector z; the factor of sigma^2 should not have
	been there.
	
pg309   There was a substantive typographical error in the statement of 
	Exercise 7.20. The lagged error term should be u_{t-4} not u_{t-1}.
	
pg369	A citation to Durbin (1960) was added in the first paragraph of
        Section 9.5.

pg450	There was a reference to the wrong exercise in Exercise 10.32.

pg455	The sentence before the one containing equation (11.10) was rephrased 
	to avoid confusion on the part of some readers.
	
pg469	In the first line of the first full paragraph, "identify" was
	incorrectly rendered as "identity".

pg492-93 There was a minor problem in Figure 11.4 caused by a
         buggy program.

	 The summations in the second display on page 493 were incorrectly
	 taken over t instead of i, and a log was missing in the
	 second-last term.

pg538   There were minor typographical, but not substantive, changes in
        equations (12.93), (12.95), and (12.96).
	
pg559   There was a minor problem in Figure 13.1 caused by a buggy program.

pg708	The Durbin (1960) reference was added.

pg722   An index entry for Durbin on page 369 was added.