4 Multivariable Regression: Multiple Regressors

This section is based on (Wooldridge 2015), (Hill, Griffiths, and Lim 2010), (Lapinskas 2013d) and (Lapinskas 2013c). This chapter is a generalization of the models presented in chapter 3. Nevertheless, most of the tests and estimation methods from 3 can be applicable in this chapter as well.


Hill, R. C., W. E. Griffiths, and G. C. Lim. 2010. Principles of Econometrics, 4th Edition. John Wiley & Sons, Incorporated. https://books.google.lt/books?id=m4HLnQEACAAJ.

Lapinskas, R. 2013c. Practical Econometrics I. Regression Models (Computer Labs). Vilnius.

Lapinskas, R. 2013d. Practical Econometrics I. Regression Models (Lecture Notes). Vilnius.

Wooldridge, J. M. 2015. Introductory Econometrics: A Modern Approach. Cengage Learning.