function alphahat = hw9(alpha,T,J);

% hw9.m 
% simulates J draws for alpha-hat, given alpha and T

alphahat = NaN*ones(J,1);
y=NaN*ones(T,1);

for j=1:J,
    y(1,1) = 0;
    for t=2:T,
	y(t,1) = alpha*y(t-1,1) + randn;
    end;

    yt = y(2:T,1);
    ylag = y(1:T-1,1);

    alphahat(j,1) = (yt'*ylag)/(ylag'*ylag);
end;