2 Multivariate Linear Regression Model
2.1 Introduction
2.2 Classical Assumptions of the MLRM
2.3 Estimation Procedures
2.4 Properties of the Estimators
2.5 Interval Estimation
2.6 Goodness of Fit Measures
2.7 Linear Hypothesis Testing
2.7.1 Hypothesis Testing about the Coefficients
2.7.2 Hypothesis Testing about a Coefficient of the MLRM
2.7.3 Testing the Overall Significance of the Model
2.7.4 Testing Hypothesis about $\sigma^{2}$
2.7.5 Example
2.8 Restricted and Unrestricted Regression
2.9 Three General Test Procedures
2.10 Dummy Variables
2.11 Forecasting
Bibliography