That depends on what you want to do. If you want to run stoch_simul
in a different mod
-file, then you are right. If you want to run it after estimation
in the same file, then you can simply put the stoch_simul
-command after estimation
. As documented in the manual
After running estimation, the parameters M_.params and the variance matrix M_.Sigma_e of the shocks are set to the mode for maximum likelihood estimation or posterior mode computation without Metropolis iterations.
If you want the posterior mean, you want preface the stoch_simul
by
xparam1= get_posterior_parameters('mean');
M_ = set_all_parameters(xparam1,estim_params_,M_);