Davidson and MacKinnon -- Estimation and Inference in Econometrics

Russell Davidson and James G. MacKinnon

Estimation and Inference in Econometrics

This website, which is located at Queen's University, contains corrections and updates to Estimation and Inference in Econometrics, by Russell Davidson and James G. MacKinnon, New York, Oxford University Press, 1993. ISBN 0-19-506011-3.

Where to Buy
This site is intended for those who own copies of Estimation and Inference in Econometrics, hereafter EIE, and those who do not yet own a copy are strongly encouraged to buy one. There are now many ways to do so on the Web, and prices can differ markedly.

The best-known place to buy books on the web is Amazon. However, they have never been known to offer EIE at a discount, and they have actually been known to charge more than list price.
Another well-known place to buy books on the web is Barnes and Noble. They have sometimes sold EIE at 20 per cent off.
For reasons unknown to the authors, Oxford UK charges a lower price than Oxford US. Thus The Country Bookshop and other UK sites may be worth checking out.
The predecessors of the Canadian site Chapters-Indigo have been known to sell EIE at a discount. However, now that it has a Canadian monopoly, those days may be gone. Note that prices are in Canadian dollars.

On any of these sites, searching for "estimation and inference" will easily find EIE.

You can also visit

DealTime.com, or
Booksprice.com

to compare prices from a large number of bookstores.

Supplement
A Supplement to the book is now available. The current version (September, 1996) is quite short. Two versions (PostScript and PDF) are available. If you have never downloaded any corrections, please see the instructions below before attempting to download the Supplement.

Corrections
Although the authors typeset the book themselves, taught out of much of it before it was published, and read and reread every chapter before publication, a depressing number of typos, and a few more serious errors, made it into the printed version. Corrections have been made each time the book has been reprinted. The most recent printing is the tenth (which is identical to the nineth), and even it needs a few corrections.

There are two ways to obtain corrections. One is to get individual pages, and the other is to get every page that has been changed in any way since a given printing.

Obtaining Corrections to Individual Pages
The individual corrections are organized by printing. If you do not know which printing you have, look on the back of the title page, near the bottom. There should be a row of numbers. If the smallest number is 1, you have the first printing; if the smallest number is 2, you have the second printing; and so on. If, for example, you have the fifth printing, then only the corrections made in more recent printing will be of interest to you.

Click in the appropriate places below to get the fixes made in each printing. There are files that list all the corrections made in each printing (except for pages which were subsequently corrected again), and also files that list all really serious corrections. Then click in the appropriate place to obtain pages in the format of your choice. There are two possibilities:

PDF files can be viewed and printing using Adobe Acrobat Reader, xpdf, recent versions of GV, and several other programs. They use scalable fonts that can be printed at any resolution.
PostScript files can be printed on any PostScript printer and viewed or printed using GV, GhostView, or GhostScript. Most of them are 600 dpi files (some recent ones use scalable fonts), and they should all print well on any modern PostScript printer.

Depending on how your web browser is set up, you may need to press the shift key while clicking on a file name in order to download the file instead of viewing it.

For the corrections made in each printing, click in the appropriate place below.

Obtaining All Needed Corrections
There is an easy way to obtain every page that has been corrected since your copy was printed. The directory "update" contains files with names of the form update[x].pdf, where x = 1, 2, 3, 4, 5, 6, 7, or 9. For example, the file update3.pdf is a PDF file that contains every page corrected since the third printing. There are no update8 files because the seventh and eighth printings were identical. For a similar reason, there are no update10 files.

Obtain all corrections since any printing.

Copyright Notice
The Supplement and all the corrections are copyright (C) by the authors. They are made available as a service to those who either own copies of Estimation and Inference in Econometrics or have borrowed a copy from a library. They may be printed and redistributed to other owners of the book, but any other use constitutes a breach of copyright.

Readers of Estimation and Inference in Econometrics may well be interested in our new book, Econometric Theory and Methods. It is a totally new book, not a second edition. The new book starts at a somewhat lower level than the old book, and the level increases gradually, so that the last few chapters are about as advanced as the later chapters of Estimation and Inference in Econometrics. The new book has a large number of exercises, solutions to some of which are available on the book's website.

If you encounter any difficulties, please report them via e-mail to James MacKinnon, whose e-mail address is jgm [AT] econ.queensu.ca. Russell Davidson's e-mail address is russell.davidson [AT] mcgill.ca.

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