19 citations · 94 across the 16 of their papers we have counts for
18 papers
Empirical Macroeconomics and DSGE Modeling in Statistical Perspective
Daniel J. McDonald, Cosma Rohilla Shalizi
Dynamic stochastic general equilibrium (DSGE) models have been an ubiquitous, and controversial, part of macroeconomics for decades. In this paper, we approach DSGEs purely as stat…
Exponential Family Trend Filtering on Lattices
Veeranjaneyulu Sadhanala, Robert Bassett, James Sharpnack +1
Trend filtering is a modern approach to nonparametric regression that is more adaptive to local smoothness than splines or similar basis procedures. Existing analyses of trend filt…
sparsegl: An R Package for Estimating Sparse Group Lasso
Xiaoxuan Liang, Aaron Cohen, Anibal Solón Heinsfeld +2
The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged a…
Smooth multi-period forecasting with application to prediction of COVID-19 cases
Elena Tuzhilina, Trevor J. Hastie, Daniel J. McDonald +2
Forecasting methodologies have always attracted a lot of attention and have become an especially hot topic since the beginning of the COVID-19 pandemic. In this paper we consider t…
Markov-switching State Space Models for Uncovering Musical Interpretation
Daniel J. McDonald, Michael McBride, Yupeng Gu +1
For concertgoers, musical interpretation is the most important factor in determining whether or not we enjoy a classical performance. Every performance includes mistakes -- intonat…
Algorithms for Estimating Trends in Global Temperature Volatility
Arash Khodadadi, Daniel J McDonald
Trends in terrestrial temperature variability are perhaps more relevant for species viability than trends in mean temperature. In this paper, we develop methodology for estimating…