Jeff Gortmaker @jeffgortmaker.com · Nov 29 1 / 2
3/6 For micro BLP, I spent time iterating on PyBLP's interface to balance usability and flexibility. Feedback from users helped improve my design, which mapped directly into our standardized econometric framework, a key contribution of the 2nd paper.
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4/6 When others rely on your code, you write more tests, which can benefit your (future) self. For every PyBLP version, I run ~2k tests across ~50 functions. These made it easy to broaden the scope of our papers by adding new simulations and empirical examples with confidence.