/* hlldst.gpr: extracts estimated standard deviations of parameters
               from monte carlo runs, where covariance matrices were
	       stored in hllsave, a series of concatenated 2x2 matrices
	       containing the estimated variance-covariance matrix for
	       the parameters, from montecarlo.gpr

	       John Rust, University of Maryland, November, 2005 */

  #include setup.gpr;

  smc=zeros(nobs,2);

  i=1; do until i > nobs;

     smc[i,1]=sqrt(hllsave[1+(i-1)*2,1]);
     smc[i,2]=sqrt(hllsave[i*2,2]);

  i=i+1; endo;