This brief deals with the identification of industrial robots. The usual identification method is based on the use of the inverse dynamic identification model and the least-squares technique. Another approach is the direct and inverse dynamic identification models (DIDIM) method, which is a closed-loop output error (CLOE) method minimizing the quadratic error between the actual and simulated joint torques. In this brief, the DIDIM method is compared with the usual CLOE method, which minimizes the quadratic error between the actual and simulated joint positions. The comparison is carried out on six degrees of freedom industrial robot. The experimental results show that the DIDIM method needs three iterations to identify 60 parameters while the usual CLOE method needs 20 iterations.