[R-SIG-Finance] restrictions on cointegration relations - urca package

[Arun.stat]

well, I am not very sure whether the package ucra has the capability to put
any sort of restrictions on the parameters neither any other econometrics
software has this. But definitely you can handle those issues if you can
write some few pieces of R code and obviously well familiar with the
underlying theory. I would recommend to read Lutkepohl(2006) to get some
idea how to estimate the coefficients under the restricted parameters space.
Right now I dont have the access on that material, otherwise perhaps I could
help you in details

 :(

Best,
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