ABSTRACT
This chapter is concerned with the problem of identification in the simultaneous equation model with purely random coefficients. Consider a set of M structural equations of a simultaneous equation model with varying coefficients in K predetermined variables: https://www.w3.org/1998/Math/MathML"> γ 11t · · y 1t + . . +γ M1 y Mt +β 11t x 1t + . . +β K1t · · x Kt =0, γ 1Mt y 1t + . . +γ MM1 y Mt +β 1Mt x 1t + . . +β KMt x Kt =0, https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315831961/82816fa7-3187-4105-a4f5-0073c51c1357/content/math_662_B.tif" xmlns:xlink="https://www.w3.org/1999/xlink"/>
