Lee, Lung-Fei2009-11-192009-11-191981-06Lee, L., (1981), "Estimation of Some Non-Normal Limited Dependent Variable Models", Discussion Paper No. 148, Center for Economic Research, Department of Economics, University of Minnesota.https://hdl.handle.net/11299/55115Estimation of the Tobit models where the distribution of the disturbances belongs to the Pearson family of distribution is considered. Some simple recursive relations between the moments of the truncated distribution are derived. Those recursive relations provide some structural equations which are linear in variables but nonlinear in coefficients. The estimation method proposed is a nonlinear two stage least squares method.en-USWorking Paper