Lee, Lung-Fei2009-11-162009-11-161979-10Lee, L., (1979), "On the First and Second Moments of the Truncated Multi-Normal Distribution and a Simple Estimator", Discussion Paper No. 122, Center for Economic Research, Department of Economics, University of Minnesota.https://hdl.handle.net/11299/55008This paper was also published in Economic Letters.The relations between the first two moments of multivariate normal random variables with some components truncated are found. Simple instrumental variable estimators are available. The analysis extends results of Amemiya, Sickles and Schmidt.en-USWorking Paper