Hi,

I'm new to stata programming and need some help on a simulation exercise.

I need to simulate an AR(1) process defined by:

yt = Byt-1 + et

et ~ N(0;1)

y0 = 0

For this exercise B can assume three values: i) '1.0'; ii) '0.9'; and iii) '0.5'. I need to simulate 1,000 series of 100 obs for each one of these three Bs.

Then I'm asked to estimate everything through OLS, so I can compare the results and comment the properties of the estimators.

Can anyone help me to implement a routine for this? I'm currently using STATA 14.

Thanks in advance.