Ichimura, Hidehiko2009-12-092009-12-091991-12Ichimura, H., (1991), "Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models", Discussion Paper No. 264, Center for Economic Research, Department of Economics, University of Minnesota.http://purl.umn.edu/55563For the class of single-index models, I construct a semiparametric estimator of coefficients up to a multiplicative constant that exhibits 1/ Vn-consistency and asymptotic normality. This class of models includes censored and truncated Tobit models, binary choice models, and duration models with unobserved individual heterogeneity and random censoring. I also investigate a weighting scheme that achieves the semi parametric efficiency bound.en-USWorking Paper