Residual Tests - Restricted or Unrestricted VECM?

[victoriatcr]

Hello,

I am estimating a VEC model. I get some alphas that are non-significant, so I restrcited the model. The problem is all residual tests were OK on the unrestricted VECM, but I have some autocorrelation an normality problems if I test the residuals of the restricted VECM.

Should I be testing the residuals of the restricted model, or the residuals of the non-restricted one?

Thank you!