自问自答及翻译纠正
因为要素比例的和为1，所以导致协方差矩阵的行列式为零。为什么协方差矩阵是非正交矩阵，就不太清楚了。
这说明存在序列相关？

只估计其中的一个式子（7）式，不可以吗？
为什么需要估计联立方程组？

看看 格林的计量经济学的
CHAPTER 10 Systems of Equations 290
10.1 Introduction 290
10.2 The Seemingly Unrelated Regressions Model 292
10.2.1 Generalized Least Squares 293
10.2.2 Seemingly Unrelated Regressions with Identical Regressors 295
10.2.3 Feasible Generalized Least Squares 296
10.2.4 Testing Hypotheses 296
10.2.5 A Specification Test for the SUR Model 297
10.2.6 The Pooled Model 299
10.3 Seemingly Unrelated Generalized Regression Models 304
10.4 Nonlinear Systems of Equations 305
10.5 Systems of Demand Equations: Singular Systems 307
10.5.1 Cobb–Douglas Cost Function 307
10.5.2 Flexible Functional Forms: The Translog Cost Function 310
10.6 Simultaneous Equations Models 314
10.6.1 Systems of Equations 315
10.6.2 A General Notation for Linear Simultaneous Equations
Models 318
10.6.3 The Problem of Identification 321
10.6.4 Single Equation Estimation and Inference 326
10.6.5 System Methods of Estimation 329
10.6.6 Testing in the Presence of Weak Instruments 334
10.7 Summary and Conclusions 336


里面sur的例子就是TL模型，

谢谢您