Errata for Financial Econometrics Using Stata

The errata for Financial Econometrics Using Stata are provided below. Click here for an explanation of how to read an erratum. Click here to learn how to determine the printing number of a book.

(1) Chapter 3, p. 93, last paragraph
slightly statistically signi´Čücant not statistically significant
(1) Chapter 3, p. 112, second line of first equation block
\[ E(h_{t+2}|I_t) = \hat{\omega} + \hat{\alpha}(\epsilon_{t+1}^2|I_t) + \hat{\beta}(h_{t+1}|I_t) \] \[ E(h_{t+2}|I_t) = \hat{\omega} + \hat{\alpha}E(\epsilon_{t+1}^2|I_t) + \hat{\beta}E(h_{t+1}|I_t) \]
(1) Chapter 4, p. 134, first paragraph
course of dimensionality curse of dimensionality