ruspy.test.estimation_tests.test_replication

This module contains unit tests for the estimation process for different cost functions using the NFXP method. The parameters and likelihood are estimated by minimizing the criterion function using the minimize function from estimagic with scipy_lbgfsb algorithm. The estimated parameters and likelihood are compared to the true parameters and the true likelihood saved in resources/estimation_test. Moreover, the convergence of the algorithm is tested.

Functions

inputs()
outputs()
test_bhhh(inputs, outputs, specification)
test_mpec(inputs, outputs, specification)
test_nfxp(inputs, outputs, specification)