Take themodel Y exp()e with E[e] 0. (a) Is the CEF linear or nonlinear in ? Is this a nonlinear regression model? (b)

Take themodel Y Æ exp(µ)Åe with E[e] Æ 0.

(a) Is the CEF linear or nonlinear in µ? Is this a nonlinear regression model?

(b) Is there a way to estimate the model using linear methods? If so, explain howto obtain an estimator bµ for µ.

(c) Is your answer in part

(b) the same as the NLLS estimator, or different?