There are no conformal Einstein rescalings of complete pseudo-Riemannian Einstein metrics

We prove the following statement: Let g be a light-line-complete pseudo-Riemannian Einstein metric of indefinite signature on a connected (n>2)-dimensional manifold M. Assume that a conformally equivalent metric is also Einstein. Then, the metrics are proportional with a constant coefficient. If in addition the manifold is closed, the assumption that the manifold is light-line-complete could be omitted.