--------------------------------------------------------------------------------
       log:  c:\temp\PROGRAM1.log
  log type:  text
 opened on:  23 Nov 2004, 10:52:23

. quietly{

. **************************************************************
. *                   STEP 1:  OLS ESTIMATORS                  *
. **************************************************************
. scalar list B1HOLS B2HOLS S2HOLS
    B1HOLS =   1.356936
    B2HOLS =  .96699778
    S2HOLS =  2.6037551

. **************************************************************
. 
. 
. quietly{

. **************************************************************
. *        STEP 2:  NLS ESTIMATORS OF RHO AND SIGMA^2,         * 
. **************************************************************
. scalar list RHOGM S2GM
     RHOGM =  .72212181
      S2GM =  .86935056

. ************************************************************** 
. 
. 
. quietly{

. 
. **************************************************************
. *              STEP 3:  FEASIBLE GLS ESTIMATORS              *
. **************************************************************
. scalar list B1HGLS B2HGLS S2HGLS
    B1HGLS =  .95057053
    B2HGLS =  1.0433839
    S2HGLS =  .87218013

. **************************************************************
. 
. 
. **************************************************************
. *      VARIANCE-COVARIANCE MATRIX OF GLS ESTIMATED BETAS     *
. **************************************************************
. mat list VCBHGLS

symmetric VCBHGLS[2,2]
            x2s1        x1s1
x2s1   .00608291
x1s1  -.03236039   .28625909

. **************************************************************
. 
. quietly{

. 
. **************************************************************
. *        STEP 4:  ESTIMATED VARIANCE FOR RHOGM               * 
. **************************************************************
. scalar list S2RHOGM
   S2RHOGM =  .00321479

. **************************************************************
. 
. log close
       log:  c:\temp\PROGRAM1.log
  log type:  text
 closed on:  23 Nov 2004, 10:52:26
--------------------------------------------------------------------------------