open c:\userdata\gretl\data\ETM\consumption.gdt
set seed 3212323
smpl 1953:1 1996:4
ols CE const YD
genr b1 = $coeff(const)
genr b2 = $coeff(YD)
genr sigma = $sigma
loop 100 -- progressive 
   genr u = sigma*normal()
   genr y1 = b1 + b2*YD +u 
   ols y1 const YD 
   genr b1s = $coeff(const)
   genr b2s = $coeff(YD)
   store cicoef.gdt b1s b2s
endloop