The authors consider the regression models, main tool of economic functions’ research and forecasting, for the purpose of researching the estimations of regression parameters obtained by least square method. The estimations are unbiased,
consistent and efficient. Because the available bibliography provided the consistency proofs solely for simple linear regression (unifactor), the authors have attempted to prove the consistency of linear regression coefficients estimations for multidimensional case.

Keywords: multiple linear regression; economic functions forecasting; regression model formulation; least square method; linear regression coefficient estimations’ consistency.

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