Estimating Restricted Cointegrating Vectors
提出用简单的最小距离方法估计受限协整向量，通过将最小距离法应用于通常估计的无限制协整矩阵来估计与无限制系数线性或非线性相关的受限参数，并推导了估计量的极限分布和约束检验，蒙特卡洛实验验证了方法的有效性。
This paper 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 which are linearly or nonlinearly related to the unrestricted cointegrating vector coefficients.The limiting distribution of the estimates as well as the usual test for the restrictions are derived.A Monte Carlo experiment is undertaken to examine the effectiveness of these methods for cointegrating vectors.