Reigner Kane, Linghui Wu
-
Writeup.pdf
-
Code/
contains source code of the project-
*.R
constructs the adjacency matrics for residence and workplace census tracts, modifies thepglasso
andgenlasso
packages, simulated the Monte Carlo DGP, estimates the fused lasso model and visualizes the estimates. -
*.jl
and*.sbatch
estimates the fused ridge model. -
*.do
performs PPML gravity model estimation and draws maps of estimated fixed effects using the observed 2010 NYC commuting data.
-
-
Data/
-
simulated_data
stores data from Monte Carlo simulations where fixed effects in the DGP are constant and independently drawn from a normal distribution. -
nyc2010_lodes_data
used for real world application exceeds the GitHub limitation for the file size and is available upon request.
-
-
Output/
contains point estimates from the fused PPML models with optimal penalty term. -
Plots/
-
RealData
includes NYC maps of the estimated origin and destination fixed effects from real data. -
SimulatedData
includes figures that visualize the origin and destination fixed effects from the generated data.
-