betasim(n, vBeta, sigma, nu)

function [vy, mX] = betasim(n, vBeta, sigma, nu)
if(nu <= 2)
    error('Nu must be larger than 2');
end

rand('state', 0);
randn('state', 0);
mX = [ones(n,1) randn(n,length(vBeta)-1)];
vy = mX*vBeta + sigma*sqrt((nu-2)/nu)*trnd(nu, n, 1);