Estimating Restricted Cointegrating Vectors
提出用简单的最小距离方法估计受限协整向量，直接对通常估计的无约束协整矩阵应用最小距离法，得到与无约束系数线性或非线性相关的受限参数估计，并推导了估计量的极限分布和约束检验。
This article suggests the use of simple minimum-distance methods to estimate restricted cointegrating vectors. The method directly employs minimum-distance methods on unrestricted cointegrating matrices estimated in the usual way to estimate restricted parameters that are linearly or nonlinearly related to the unrestricted cointegrating vector coefficients. The limiting distribution of the estimates and the usual test for the restrictions are derived. A Monte Carlo experiment is undertaken to examine the effectiveness of these methods for cointegrating vectors.