**For example, in order to estimate a model such as the
Klein1 model using the OLS algorithm, the simple command**

**
ESTIMATE ( klein1 )**

**is used. If the Generalized Least Squares algorithm
is desired, then the command would be**

**
ESTIMATE ( klein1 : gls )**

**which selects the GLS algorithm. If only the
consumption equation is to be selected for OLS estimation, then the command**

**
ESTIMATE ( klein1, consumption )**

**would be used.**

**Other options to the ESTIMATE command control the
statistical tests that are done.**