You need to be fluent in the following concepts

Unbiased estimator

Efficient estimator

Consistent estimator

Regression

Linear (with respect to parameters) model

Vector and matrix notations of regression models

Marginal effects

Residuals

Ordinary Least Squares (OLS)

Necessary condition for OLS estimator consistency

Significance level

Confidence interval

t-Test

F-Test

Goodness-of-Fit

Multicollinearity

Heteroscedasticity

Autocorrelation