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 $\beta$
2.4.2 Finite Sample Properties of the OLS and ML Estimates of $\sigma^{2}$
2.4.3 Asymptotic Properties of the OLS and ML Estimators of $\beta$
2.4.4 Asymptotic Properties of the OLS and ML Estimators of $\sigma^{2}$
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