diff --git a/tests/data/mod1a.mod b/tests/data/mod1a.mod
new file mode 100644
index 000000000..de402e0cb
--- /dev/null
+++ b/tests/data/mod1a.mod
@@ -0,0 +1,23 @@
+var dx dy;
+varexo e_x e_y;
+
+parameters rho_x rho_y;
+
+rho_x = 0.5;
+rho_y = -0.3;
+
+model;
+dx = rho_x*dx(-1)+e_x;
+dy = rho_y*dy(-1)+e_y;
+end;
+
+estimated_params;
+rho_x,NORMAL_PDF,0.5,0.1;
+rho_y,NORMAL_PDF,-0.3,0.1;
+stderr e_x,INV_GAMMA_PDF,0.01,inf;
+stderr e_y,INV_GAMMA_PDF,0.01,inf;
+end;
+
+varobs dx dy;
+check;
+estimation(datafile=test,nobs=1000,mh_replic=2000,mh_jscale=1.3);
\ No newline at end of file
diff --git a/tests/data/test.xls b/tests/data/test.xls
new file mode 100644
index 000000000..5d7977e94
Binary files /dev/null and b/tests/data/test.xls differ