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
2.5.1 Interval Estimation of the Coefficients of the MLRM
2.5.2 Interval Estimation of $\sigma^{2}$
2.5.3 Example
2.6 Goodness of Fit Measures
2.7 Linear Hypothesis Testing
2.8 Restricted and Unrestricted Regression
2.9 Three General Test Procedures
2.10 Dummy Variables
2.11 Forecasting
Bibliography