Corrections made in the ninth printing. These corrections were sent to the publishers in the fall of 2001. The ninth printing became available in 2002. Corrections are listed by the name of the pdf and ps files, which is based on the page number(s) affected. pg278 In the first paragraph, tildes have been put over boldface R twice. pg378 There was a space missing in equation (11.05). pg384 Just after (11.17), a reference was made to the wrong equation. It should be (11.16). In the fifth printing, the sentence following (11.19) was changed to correct a minor error. The two test statistics referred to there are equal in absolute value, not numerically equal, as was previously stated. pg427 A right parenthesis was missing in the first line of the first display. (pg425-8 now also incorporates this correction.) pg460 A "t" subscript was omitted from "ell" on the left-hand side of the second-last displayed equation. pg532-3 The indices on the left-hand side of the equation in the first display on page 532 are now superscripts, not subscripts. The subscripts on the left-hand side of (15.40) in 533 are now "i" not "t". pg611 An incorrect "0" subscript was removed from beta in the last line on the page. pg616 The word "asymptotically" was missing in the third line. pg643 Two "|" symbols were missing in the third line. pg714 The date of the Ghysels-Perron paper at the end of the first paragraph has been corrected (1993 instead of 1992). pg835 The title and page numbers for the L'Ecuyer reference were incorrect. Because another error was later found on this page, the corrected page is now found in the corrections for the eleventh printing.