Simulating Exponential Models Gauss file(s) nls_simulate.g Matlab file(s) nls_simulate.m Simulate the following exponential models y1,t = 0 exp [1xt ] + ut y2,t = 0

Simulating Exponential Models Gauss file(s) nls_simulate.g Matlab file(s) nls_simulate.m Simulate the following exponential models y1,t = β0 exp [β1xt ] + ut y2,t = β0 exp [β1xt + ut ] ,

for a sample size of T = 50, where the explanatory variable and the disturbance term are, respectively, ut ∼ iid N(0, σ2 ), xt ∼ t, t = 0, 1, 2, · · · Set the parameters to be β0 = 1.0, β1 = 0.05, and σ = 0.5. Plot the series and compare their time-series properties.