On Identification with Covariance Restrictions: A Correction and an Extension

Parthasaradhi Mallela

International Economic Review, 1989, vol. 30, issue 4, 993-97

Abstract: Using the method of existence of admissible linear transformations, it is proved that no equation of a simultaneous m-equation model is identified under two sets of conditions: (1) when each equilibrium has exactly (m - 2) coefficient restrictions with a specific pattern of restrictions common to different equations and the covariance matrix is diagonal, (2) when no equation has more than (m - 2) coefficient restrictions and when the only covariance restrictions are those given by the uncorrelation of the errors of a given subset with those of the subset of remaining equations and each subset of equations has a specific pattern of common coefficient restrictions. Copyright 1989 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.

Date: 1989
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