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