Cointegration and ECM in Package {urca}

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Dear R Core Team,

I am using package {urca} to do cointegration and estimate ECM model,
but I have the following two problems:

(1)    I use ca.jo() to do cointegration first and can get the
cointegration rank, alpha and beta.  The next step is to test some
restrictions on beta with blrtest(),bh5lrtest(), and bh6lrtest().  But
none of them can add restrictions on all the cointegration equations at
the same time if have more than one cointegration rank.  For example,
there are three cointegration in my case.  I want to add three 
different
restrictions on them at the same time.  What can I do?
Dear Christine,

would you be so kind and give a more precise example of what you would
like to achieve? 
The examples in the above mentioned functions are replications of the
results in:

Johansen, S. and Juselius, K. (1990), Maximum Likelihood
     Estimation and Inference on Cointegration - with Applications to
     the Demand for Money, _Oxford Bulletin of Economics and
     Statistics_, *52, 2*, 169-210.
(2)    What I want to do is to estimate ECM model with imposing
restriction on beta or on both alpha and beta at the same time.  It
looks like that command cajo.test() can do this estimation.  
It shows up
in the package but there is no example there.  I tried to find some
examples but I cannot find any even if I have read  the book 
Analysis of
Integrated and Cointegrated Time Series with R.  Can you show me how to
use this command or some examples? 
There is no function cajo.test() contained in the package urca. Have you
meant ablrtest() instead? If so, have a look at the example and the
above given reference as well as:

Johansen, S. (1991), Estimation and Hypothesis Testing of
     Cointegration Vectors in Gaussian Vector Autoregressive Models,
     _Econometrica_, *Vol. 59, No. 6*, 1551-1580.

Best,
Bernhard

Thank you very much in advance.  Best wishes.

Christina

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