BU.232.630.F3.SP25 QUIZ 1 2025

Consider the nonlinear model 𝑦 𝑡 = 𝜃 1 𝑥 𝑡 𝜃 2 + 𝜀 𝑡 where the sample data ( 𝑦 1 , 𝑥 1 ) , . . . , ( 𝑦 𝑇 , 𝑥 𝑇 ) are i.i.d. and 𝐸 ( 𝜀 𝑡 | 𝑥 𝑡 ) = 0 . We know that the nonlinea...