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
2.9 Three General Test Procedures
2.10 Dummy Variables
2.10.1 Models with Changes in the Intercept
2.10.2 Models with Changes in some Slope Parameters
2.10.3 Models with Changes in all the Coefficients
2.10.4 Example
2.11 Forecasting
Bibliography