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Multipliers' standard error

Posted: Tue May 19, 2009 12:51 pm
by Stefano
Dear all,

I am following the wotk of Fair (1994, 2004) in using stochastic simulations to perform multiplier experiments but I am using Eviews instead of FP program.

I have chosen the option "Solve for alternate along with active and calc deviations" where the former is the baseline and the latter is an alternative scenario. Could you please suggest me in which way I can compute the standard error of the multipliers I have computed in that way?

Thank you very much

Bye

Re: Multipliers' standard error

Posted: Wed May 20, 2009 12:29 am
by trubador
In the "Model Solution" dialog box, when you select "Stochastic" as the "Simulation type" then a checkbox (i.e. "Std Dev") appears under the option you have chosen. By default, it is checked and I think it will give you what you want. You can define the parameters of your simulation exercise under the "Stochastic Options" tab.