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On Identification with Covariance Restrictions: A Correction and an Extension

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  • Mallela, Parthasaradhi

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.

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  • Mallela, Parthasaradhi, 1989. "On Identification with Covariance Restrictions: A Correction and an Extension," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 993-997, November.
    • Handle: RePEc:ier:iecrev:v:30:y:1989:i:4:p:993-97
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    Cited by:

    1. Leon L. Wegge, "undated". "Global Identifiability Under Uncorrelated Residuals," Department of Economics 96-03, California Davis - Department of Economics.

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