Fourier Transform Estimation of the Truncated Linear Model

Let Y=Xβ₀+U be a truncated linear regression model, where β₀ is a unknown parameter and U is independent of X with mean 0 and unknown cumulative distribution F. the datum （X,Y） is observed only if W≤t（known）. In this paper, β₀ is estimated by Fourier transformation method, and it is shown that the estimate of β₀ is strongly consistent and asymptotically normal.