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Dmitrij Celov
  • Member for 13 years, 11 months
  • Last seen more than a week ago
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Senior economist at Bank of Lithuania (macroeconomic modeling, macro and microeconometrics), lecturer at Vilnius University (microeconomics, game theory).

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127
When is it ok to remove the intercept in a linear regression model?
Mar 7, 2011
answer
24
When to log transform a time series before fitting an ARIMA model
Jan 18, 2011
answer
20
Confidence interval for geometric mean
Mar 15, 2011
answer
20
Testing the difference in AIC of two non-nested models
Mar 21, 2011
question
19
Choosing seasonal decomposition method
Apr 5, 2011
answer
19
Fitting models in R where coefficients are subject to linear restriction(s)?
Jan 13, 2011
answer
18
How to do logistic regression subset selection?
Mar 15, 2011
answer
17
What is the sum of squared t variates?
Jan 17, 2011
answer
17
Persistence in time series
Jun 15, 2011
answer
16
Interpretation of the Granger causality test
Apr 5, 2011
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