workfile monte u 1 1000
!series = 100
!draws = 1000
!sigmax = 3
smpl 1 !series
series x = 10+!sigmax*nrnd
!sigmau = 1
!alpha = 2
!beta = 3
vector(!draws) betavec = 0
vector(!draws) betabarvec=0
for !n = 1 to !draws
   series u = !sigmau*nrnd
   series y = !alpha + !beta*x + u 
  equation eq1.ls y c x
   betavec(!n) = @coefs(2)
   betabarvec(!n) = (y(!series)-y(1))/(x(!series)-x(1))
next
smpl 1 !draws
series betaser = 0
series betabarser=0
mtos(betavec,betaser)
mtos(betabarvec,betabarser)
betaser.hist
betabarser.hist