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
2.8 Restricted and Unrestricted Regression
2.8.1 Restricted Least Squares and Restricted Maximum Likelihood Estimators
2.8.2 Finite Sample Properties of the Restricted Estimator Vector
2.8.3 Example
2.9 Three General Test Procedures
2.10 Dummy Variables
2.11 Forecasting
Bibliography