{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,22]],"date-time":"2025-06-22T04:03:05Z","timestamp":1750564985887,"version":"3.41.0"},"reference-count":18,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":6805,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1992,3]]},"abstract":"<jats:p>This article provides a semiparametric method for the estimation of truncated regression models where the disturbances are independent of the regressors before truncation. This independence property provides useful information on model identification and estimation. Our estimate is shown to be <jats:inline-graphic xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" mime-subtype=\"gif\" mimetype=\"image\" xlink:type=\"simple\" xlink:href=\"S0266466600010744_inline1\"\/>-consistent and asymptotically normal. A consistent estimate of the asymptotic covariance matrix of the estimator is provided. Monte Carlo experiments are performed to investigate some finite sample properties of the estimator.<\/jats:p>","DOI":"10.1017\/s0266466600010744","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:11:56Z","timestamp":1287393116000},"page":"52-94","source":"Crossref","is-referenced-by-count":15,"title":["Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models"],"prefix":"10.1017","volume":"8","author":[{"given":"Lung-Fei","family":"Lee","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600010744_manual_ref-6","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177730196"},{"volume-title":"Nonparametric Functional Estimation","year":"1983","author":"Rao","key":"S0266466600010744_manual_ref-15"},{"key":"S0266466600010744_manual_ref-3","unstructured":"3. Breiman, L. , Tsur, Y. & Zemel, A. . Distribution-free estimators of censored regression models. Manuscript. Department of Economics, Ben Gurion University of the Negev, Israel, 1987."},{"key":"S0266466600010744_manual_ref-4","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/66.3.429"},{"volume-title":"Advanced Econometrics","year":"1985","author":"Amemiya","key":"S0266466600010744_manual_ref-1"},{"key":"S0266466600010744_manual_ref-17","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1988.10478664"},{"key":"S0266466600010744_manual_ref-5","doi-asserted-by":"publisher","DOI":"10.2307\/1913600"},{"key":"S0266466600010744_manual_ref-13","doi-asserted-by":"publisher","DOI":"10.2307\/1914308"},{"key":"S0266466600010744_manual_ref-12","unstructured":"12. Lee, M.J. Mode-Related Semiparametric Estimation of Censored and Truncated Models. Ph.D. Dissertation, University of Wisconsin, Department of Economics, Madison, WI, 1989."},{"key":"S0266466600010744_manual_ref-7","first-page":"45","article-title":"Semiparametric M estimation of censored linear regression models","volume":"1","author":"Horowitz","year":"1988","journal-title":"Advances in Econometrics: Nonparametric and Robust Inference"},{"volume-title":"Nonpar-ametric and Semiparametric Methods in Econometrics and Statistics, Chapter 1","year":"1990","author":"Ichimura","key":"S0266466600010744_manual_ref-9"},{"key":"S0266466600010744_manual_ref-10","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346507"},{"key":"S0266466600010744_manual_ref-18","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346585"},{"key":"S0266466600010744_manual_ref-2","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346157"},{"key":"S0266466600010744_manual_ref-14","doi-asserted-by":"publisher","DOI":"10.2307\/1913713"},{"key":"S0266466600010744_manual_ref-8","unstructured":"8. Ichimura, H. Estimation of single index models. Ph.D. Dissertation, MIT, Department of Economics, Boston, MA, 1987."},{"key":"S0266466600010744_manual_ref-11","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1958.10501452"},{"key":"S0266466600010744_manual_ref-16","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90017-5"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600010744","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,21]],"date-time":"2025-06-21T08:20:43Z","timestamp":1750494043000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600010744\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1992,3]]},"references-count":18,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1992,12]]}},"alternative-id":["S0266466600010744"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600010744","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"type":"print","value":"0266-4666"},{"type":"electronic","value":"1469-4360"}],"subject":[],"published":{"date-parts":[[1992,3]]}}}