Lee, Lung-Fei2009-11-192009-11-191981-08Lee, L., (1981), "Consistent Estimation of a Multivariate Doubly Truncated or Censored Tobit Model", Discussion Paper No. 153, Center for Economic Research, Department of Economics, University of Minnesota.https://hdl.handle.net/11299/55128A multivariate regression model with some of the dependent variables doubly truncated normal is specified. A recursive relation for the moments of the truncated multivariate normal distribution is derived. Based on the recursive relations, some computationally simple and consistent instrumental variables estimation procedures are proposed. The asymptotic distribution of the estimators is analyzed.en-USWorking Paper