On Identification with Covariance Restrictions: A Correction and an Extension
证明，在两种条件下联立方程模型中的方程不可识别：一是每个方程有特定模式的系数约束且协方差矩阵为对角阵；二是仅有部分方程误差不相关的协方差约束且各子集有共同系数约束模式。
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.