With only a few exceptions, all the calculations needed for the empirical exercises of the book can be carried out with any of the canned packages mentioned above. Otherwise, students should use any of the canned packages mentioned above. There is no single mathematical notation used by everyone in econometrics. The book's notation follows the most standard, if not universal, practice. Vectors are treated as column vectors and written in bold lowercase letters.
Matrices are in bold uppercase letters.
Acknowledgments I acknowledge with gratitude help from the following individuals and institutions. Mark Watson, Dale Jorgenson, Bo Honore, Serena Ng, Masao Ogaki, and Jushan Bai were kind and courageous enough to use early versions of the book as the textbook for their econometrics courses. Comments made by them and their students have been incorporated in this final version. Yuzo Honda read the manuscript and offered helpful suggestions. Yoshihiro Yajima took time out to answer my questions and enquiries.