19 citations · 94 across the 16 of their papers we have counts for
4 papers · 1 filter
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…