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 |
2.4.1 |
Finite Sample Properties of the OLS and ML Estimates of ![]() |
2.4.2 |
Finite Sample Properties of the OLS and ML Estimates of ![]() |
2.4.3 |
Asymptotic Properties of the OLS and ML Estimators of ![]() |
2.4.4 |
Asymptotic Properties of the OLS and ML Estimators of ![]() |
2.4.5 | Example |
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 |