1 Univariate Linear Regression Model
1.1 Probability and Data Generating Process
1.2 Estimators and Properties
1.2.1 Regression Parameters and their Estimation
1.2.2 Least Squares Method
1.2.3 Example
1.2.4 Goodness of Fit Measures
1.2.5 Example
1.2.6 Properties of the OLS Estimates of $\alpha$, $\beta$ and $\sigma^2$
1.2.7 Examples
1.3 Inference
1.4 Forecasting
Bibliography