2 Multivariate Linear Regression Model
2.1 Introduction
2.2 Classical Assumptions of the MLRM
2.2.1 The Systematic Component Assumptions
2.2.2 The Random Component Assumptions
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
2.9 Three General Test Procedures
2.10 Dummy Variables
2.11 Forecasting
Bibliography