You need to be fluent in the following concepts
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